Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1380214.2307 | -63756.9521 | -1316457.2787 | 129039.4275 | -9155189.0198 | 9284228.4473 |
Total P&L (%) | -1380.2142 | -63.757 | -1316.4573 | 129.0394 | -9155.189 | 9284.2284 |
Avg Daily Profit (%) | -0.7345 | -0.0339 | -0.7006 | 0.0441 | 0 | 0.242 |
Buy And Hold Return (%) | 608.55 | 608.55 | 608.55 | 608.55 | 608.55 | 608.55 |
Max Trade Drawdown | -1537194 | -185945 | -1409775 | -10278469 | -9700193 | -2476971 |
Profit Factor | 0.1966 | 0.707 | 0.1226 | 1.0085 | 0.2067 | 3.4977 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 52 | 26 | 26 | 48 | 21 | 27 |
Losing Trades | 19 | 9 | 10 | 23 | 14 | 9 |
Profitability (%) | 73.2394 | 74.2857 | 72.2222 | 67.6056 | 60 | 75 |
Ratio Avg Win / Avg Loss | 0.0718 | 0.2447 | 0.0471 | 0.4832 | 0.1378 | 1.1659 |
Largest Winning Trade | 26711 | 23379 | 26711 | 8221511 | 641617 | 8221511 |
Largest Losing Trade | -802938 | -80716 | -802938 | -8405148 | -8405148 | -2069005 |
Avg Bars in Trades | 49 | 62 | 37 | 49 | 62 | 37 |
Avg Bars in Winners | 12 | 17 | 8 | 19 | 15 | 22 |
Avg Bars in Losers | 150 | 190 | 114 | 112 | 131 | 83 |
Bars Traded | 3528 | 2170 | 1358 | 3528 | 2170 | 1358 |
Profit Streak | 87.1702 | 87.1702 | 252.1702 | 87.1702 | 87.1702 | 252.1702 |
Trades During Streak | 11 | 5 | 8 | 11 | 5 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -667112 | -576189 | -576432 | -599721 | -578041 | 672547 |
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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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