Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1574618.5043 | 21699.4962 | -1596318.0005 | 3671320.9941 | -12307852.7652 | 15979173.7593 |
Total P&L (%) | -1574.6185 | 21.6995 | -1596.318 | 3671.321 | -12307.8528 | 15979.1738 |
Avg Daily Profit (%) | -0.6982 | 0.0096 | -0.7078 | 0.1611 | 0 | 0.2255 |
Buy And Hold Return (%) | 346.1783 | 346.1783 | 346.1783 | 346.1783 | 346.1783 | 346.1783 |
Max Trade Drawdown | -1639428 | -94700 | -1661765 | -15223450 | -14386159 | -5339639 |
Profit Factor | 0.2517 | 1.0846 | 0.136 | 1.1041 | 0.5111 | 2.5855 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 44 | 21 | 23 | 36 | 16 | 20 |
Losing Trades | 21 | 11 | 10 | 29 | 16 | 13 |
Profitability (%) | 67.6923 | 65.625 | 69.697 | 55.3846 | 50 | 60.6061 |
Ratio Avg Win / Avg Loss | 0.1201 | 0.5681 | 0.0591 | 0.8894 | 0.5111 | 1.6806 |
Largest Winning Trade | 41193 | 41193 | 28776 | 12925085 | 2891529 | 12925085 |
Largest Losing Trade | -1306892 | -37069 | -1306892 | -4809519 | -4809519 | -3537159 |
Avg Bars in Trades | 124 | 145 | 103 | 124 | 145 | 103 |
Avg Bars in Winners | 44 | 47 | 42 | 53 | 45 | 60 |
Avg Bars in Losers | 289 | 333 | 242 | 211 | 245 | 168 |
Bars Traded | 8063 | 4662 | 3401 | 8063 | 4662 | 3401 |
Profit Streak | 74.2571 | 74.2571 | 278.5071 | 74.2571 | 74.2571 | 278.5071 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -713110 | -472373 | -576834 | -233862 | -580252 | 574232 |
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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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