Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1628790.1923 | 127040.0647 | -1755830.257 | 755757.2556 | -7056871.0296 | 7812628.2852 |
Total P&L (%) | -1628.7902 | 127.0401 | -1755.8303 | 755.7573 | -7056.871 | 7812.6283 |
Avg Daily Profit (%) | -0.8297 | 0.0647 | -0.8945 | 0.1094 | 0 | 0.2229 |
Buy And Hold Return (%) | 1701.5195 | 1701.5195 | 1701.5195 | 1701.5195 | 1701.5195 | 1701.5195 |
Max Trade Drawdown | -1833741 | -86457 | -1850705 | -8340130 | -7218345 | -5016236 |
Profit Factor | 0.2933 | 1.5119 | 0.1463 | 1.0396 | 0.2713 | 1.8316 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 43 | 22 | 21 | 41 | 20 | 21 |
Losing Trades | 25 | 12 | 13 | 27 | 14 | 13 |
Profitability (%) | 63.2353 | 64.7059 | 61.7647 | 60.2941 | 58.8235 | 61.7647 |
Ratio Avg Win / Avg Loss | 0.1705 | 0.8246 | 0.0906 | 0.6846 | 0.1899 | 1.1338 |
Largest Winning Trade | 64042 | 48478 | 64042 | 14236580 | 1141681 | 14236580 |
Largest Losing Trade | -1612820 | -56218 | -1612820 | -4244094 | -2991993 | -4244094 |
Avg Bars in Trades | 168 | 174 | 161 | 168 | 174 | 161 |
Avg Bars in Winners | 92 | 95 | 89 | 100 | 102 | 99 |
Avg Bars in Losers | 298 | 319 | 278 | 270 | 277 | 262 |
Bars Traded | 11425 | 5930 | 5495 | 11425 | 5930 | 5495 |
Profit Streak | 406.938 | 0 | 562.6047 | 406.938 | 0 | 562.6047 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691976 | -270693 | -578311 | -502469 | -579651 | 409252 |
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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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