Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2390984.8407 | 3928.3229 | -2394913.1637 | 8021676.3699 | -3843762.3862 | 11865438.756 |
Total P&L (%) | -2390.9848 | 3.9283 | -2394.9132 | 8021.6764 | -3843.7624 | 11865.4388 |
Avg Daily Profit (%) | -0.9565 | 0.0016 | -0.9581 | 0.1761 | 0 | 0.1916 |
Buy And Hold Return (%) | 2553.6116 | 2553.6116 | 2553.6116 | 2553.6116 | 2553.6116 | 2553.6116 |
Max Trade Drawdown | -2457862 | -35000 | -2453014 | -29366191 | -4458186 | -25412720 |
Profit Factor | 0.1375 | 1.0929 | 0.1227 | 1.224 | 0.2899 | 1.3903 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 51 | 25 | 26 | 27 | 10 | 17 |
Losing Trades | 14 | 8 | 6 | 38 | 23 | 15 |
Profitability (%) | 78.4615 | 75.7576 | 81.25 | 41.5385 | 30.303 | 53.125 |
Ratio Avg Win / Avg Loss | 0.0377 | 0.3497 | 0.0283 | 1.7227 | 0.6668 | 1.2268 |
Largest Winning Trade | 73931 | 5988 | 73931 | 14520606 | 513512 | 14520606 |
Largest Losing Trade | -2020998 | -12276 | -2020998 | -17913358 | -1351008 | -17913358 |
Avg Bars in Trades | 139 | 2 | 280 | 139 | 2 | 280 |
Avg Bars in Winners | 95 | 1 | 186 | 240 | 2 | 380 |
Avg Bars in Losers | 296 | 3 | 687 | 67 | 2 | 166 |
Bars Traded | 9040 | 78 | 8962 | 9040 | 78 | 8962 |
Profit Streak | 235.2981 | 838.0481 | 235.2981 | 416.2981 | 416.2981 | 417.0481 |
Trades During Streak | 5 | 16 | 2 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -711686 | -471458 | -575827 | -132594 | -586845 | 311987 |
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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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