Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1748239.6797 | -16379.9806 | -1731859.6991 | -114441.2123 | 4030012.2332 | -4144453.4455 |
Total P&L (%) | -1748.2397 | -16.38 | -1731.8597 | -114.4412 | 4030.0122 | -4144.4534 |
Avg Daily Profit (%) | -0.7357 | -0.0069 | -0.7288 | 0 | 0.1567 | 0 |
Buy And Hold Return (%) | 352.2836 | 352.2836 | 352.2836 | 352.2836 | 352.2836 | 352.2836 |
Max Trade Drawdown | -2018611 | -175101 | -1847652 | -4388515 | -617840 | -6649821 |
Profit Factor | 0.2643 | 0.9499 | 0.1549 | 0.9887 | 2.8832 | 0.4793 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 34 | 16 | 18 | 38 | 21 | 17 |
Losing Trades | 35 | 18 | 17 | 31 | 13 | 18 |
Profitability (%) | 49.2754 | 47.0588 | 51.4286 | 55.0725 | 61.7647 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.2721 | 1.0687 | 0.1463 | 0.8065 | 1.7848 | 0.5075 |
Largest Winning Trade | 104201 | 104201 | 47319 | 1488629 | 1488629 | 1369332 |
Largest Losing Trade | -1429232 | -49615 | -1429232 | -3883216 | -617840 | -3883216 |
Avg Bars in Trades | 134 | 140 | 128 | 134 | 140 | 128 |
Avg Bars in Winners | 106 | 110 | 103 | 145 | 158 | 128 |
Avg Bars in Losers | 160 | 166 | 154 | 120 | 111 | 127 |
Bars Traded | 9267 | 4777 | 4490 | 9267 | 4777 | 4490 |
Profit Streak | 26.2032 | 0 | 32.2032 | 0 | 88.4532 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -686795 | -580272 | -580061 | -686120 | 563052 | -581343 |
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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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