Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2146959.3165 | -162089.3825 | -1984869.934 | -56479.2015 | -11785874.8785 | 11729395.6769 |
Total P&L (%) | -2146.9593 | -162.0894 | -1984.8699 | -56.4792 | -11785.8749 | 11729.3957 |
Avg Daily Profit (%) | -0.9522 | -0.0719 | -0.8803 | -0.0369 | 0 | 0.2119 |
Buy And Hold Return (%) | 347.6038 | 347.6038 | 347.6038 | 347.6038 | 347.6038 | 347.6038 |
Max Trade Drawdown | -2203576 | -240173 | -2036040 | -15758145 | -11792639 | -4135141 |
Profit Factor | 0.1467 | 0.5673 | 0.0731 | 0.9971 | 0.1487 | 3.1138 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 33 | 17 | 16 | 27 | 12 | 15 |
Losing Trades | 34 | 16 | 18 | 40 | 21 | 19 |
Profitability (%) | 49.2537 | 51.5152 | 47.0588 | 40.2985 | 36.3636 | 44.1176 |
Ratio Avg Win / Avg Loss | 0.1511 | 0.5339 | 0.0822 | 1.4772 | 0.2602 | 3.9442 |
Largest Winning Trade | 37825 | 37825 | 33207 | 14178645 | 734984 | 14178645 |
Largest Losing Trade | -1446628 | -59649 | -1446628 | -6818049 | -6818049 | -1864541 |
Avg Bars in Trades | 189 | 205 | 174 | 189 | 205 | 174 |
Avg Bars in Winners | 98 | 89 | 108 | 115 | 94 | 132 |
Avg Bars in Losers | 277 | 328 | 232 | 239 | 269 | 206 |
Bars Traded | 12698 | 6782 | 5916 | 12698 | 6782 | 5916 |
Profit Streak | 70.4135 | 0 | 160.4135 | 70.4135 | 0 | 160.4135 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -701509 | -580606 | -580973 | -703603 | -586105 | 458992 |
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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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