Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2213611.7579 | -84127.895 | -2129483.8629 | -169015.8849 | 9565692.5171 | -9734708.402 |
Total P&L (%) | -2213.6118 | -84.1279 | -2129.4839 | -169.0159 | 9565.6925 | -9734.7084 |
Avg Daily Profit (%) | -0.9568 | -0.0364 | -0.9205 | 0 | 0.1978 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2365549 | -194690 | -2219010 | -15196679 | -3087617 | -15060042 |
Profit Factor | 0.225 | 0.7811 | 0.1386 | 0.9914 | 3.3407 | 0.3779 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 42 | 16 | 26 | 26 | 16 | 10 |
Losing Trades | 23 | 16 | 7 | 39 | 16 | 23 |
Profitability (%) | 64.6154 | 50 | 78.7879 | 40 | 50 | 30.303 |
Ratio Avg Win / Avg Loss | 0.1232 | 0.7811 | 0.0373 | 1.4872 | 3.3407 | 0.8692 |
Largest Winning Trade | 55956 | 55956 | 32905 | 8908403 | 8908403 | 2129124 |
Largest Losing Trade | -1799757 | -80774 | -1799757 | -8727296 | -1817656 | -8727296 |
Avg Bars in Trades | 197 | 223 | 173 | 197 | 223 | 173 |
Avg Bars in Winners | 85 | 82 | 87 | 293 | 322 | 246 |
Avg Bars in Losers | 403 | 363 | 493 | 134 | 123 | 141 |
Bars Traded | 12866 | 7144 | 5722 | 12866 | 7144 | 5722 |
Profit Streak | 79.7195 | 79.7195 | 273.7195 | 0 | 0 | 0 |
Trades During Streak | 9 | 4 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -713261 | -579395 | -575655 | -719277 | 517463 | -588462 |
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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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