Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1206956.8575 | 74535.7846 | -1281492.6421 | 2775443.3276 | -22451163.2349 | 25226606.5625 |
Total P&L (%) | -1206.9569 | 74.5358 | -1281.4926 | 2775.4433 | -22451.1632 | 25226.6066 |
Avg Daily Profit (%) | -0.5337 | 0.033 | -0.5666 | 0.1486 | 0 | 0.245 |
Buy And Hold Return (%) | 339.8534 | 339.8534 | 339.8534 | 339.8534 | 339.8534 | 339.8534 |
Max Trade Drawdown | -1334243 | -142690 | -1340730 | -21861656 | -22790425 | -5814021 |
Profit Factor | 0.3156 | 1.3098 | 0.1586 | 1.0707 | 0.221 | 3.4126 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 35 | 17 | 18 | 27 | 12 | 15 |
Losing Trades | 26 | 13 | 13 | 34 | 18 | 16 |
Profitability (%) | 57.377 | 56.6667 | 58.0645 | 44.2623 | 40 | 48.3871 |
Ratio Avg Win / Avg Loss | 0.2345 | 1.0016 | 0.1145 | 1.3482 | 0.3315 | 3.6401 |
Largest Winning Trade | 58474 | 58474 | 47253 | 26176431 | 2058909 | 26176431 |
Largest Losing Trade | -1057485 | -50138 | -1057485 | -9305016 | -9305016 | -3544721 |
Avg Bars in Trades | 98 | 127 | 70 | 98 | 127 | 70 |
Avg Bars in Winners | 41 | 60 | 23 | 52 | 66 | 42 |
Avg Bars in Losers | 175 | 214 | 135 | 135 | 168 | 97 |
Bars Traded | 6017 | 3824 | 2193 | 6017 | 3824 | 2193 |
Profit Streak | 151.2175 | 151.2175 | 280.2175 | 151.2175 | 151.2175 | 280.2175 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744409 | -312719 | -578423 | -303846 | -583751 | 562707 |
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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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