Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1265309.4644 | -84013.5673 | -1181295.8972 | 139138.6592 | -2995117.3076 | 3134255.9668 |
Total P&L (%) | -1265.3095 | -84.0136 | -1181.2959 | 139.1387 | -2995.1173 | 3134.256 |
Avg Daily Profit (%) | -0.6749 | -0.0448 | -0.6301 | 0.0465 | 0 | 0.1856 |
Buy And Hold Return (%) | 212.0597 | 212.0597 | 212.0597 | 212.0597 | 212.0597 | 212.0597 |
Max Trade Drawdown | -1395941 | -153744 | -1260997 | -4196897 | -3839364 | -2293872 |
Profit Factor | 0.2717 | 0.7168 | 0.18 | 1.0159 | 0.3793 | 1.7944 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Profitability (%) | 68 | 59.4595 | 76.3158 | 68 | 59.4595 | 76.3158 |
Ratio Avg Win / Avg Loss | 0.1279 | 0.4887 | 0.0559 | 0.4781 | 0.2586 | 0.5569 |
Largest Winning Trade | 30913 | 30913 | 28643 | 4473719 | 654768 | 4473719 |
Largest Losing Trade | -923845 | -60196 | -923845 | -2626110 | -2626110 | -2150951 |
Avg Bars in Trades | 296 | 354 | 239 | 296 | 354 | 239 |
Avg Bars in Winners | 140 | 168 | 119 | 176 | 204 | 154 |
Avg Bars in Losers | 626 | 627 | 625 | 551 | 574 | 513 |
Bars Traded | 22218 | 13126 | 9092 | 22218 | 13126 | 9092 |
Profit Streak | 79.228 | 79.228 | 123.6447 | 79.228 | 79.228 | 123.6447 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -637981 | -578583 | -576002 | -558508 | -578583 | 479382 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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