Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1446914.9691 | 6131.9673 | -1453046.9365 | 406880.4913 | -44293542.6924 | 44700423.1837 |
Total P&L (%) | -1446.915 | 6.132 | -1453.0469 | 406.8805 | -44293.5427 | 44700.4232 |
Avg Daily Profit (%) | -0.7748 | 0.0033 | -0.7781 | 0.087 | 0 | 0.3274 |
Buy And Hold Return (%) | 605.3444 | 605.3444 | 605.3444 | 605.3444 | 605.3444 | 605.3444 |
Max Trade Drawdown | -1675425 | -179009 | -1563480 | -43708590 | -45155192 | -7996328 |
Profit Factor | 0.2362 | 1.0286 | 0.135 | 1.0065 | 0.0523 | 3.7814 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 49 | 25 | 24 | 41 | 20 | 21 |
Losing Trades | 17 | 8 | 9 | 25 | 13 | 12 |
Profitability (%) | 74.2424 | 75.7576 | 72.7273 | 62.1212 | 60.6061 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.0819 | 0.3292 | 0.0506 | 0.6137 | 0.034 | 2.1608 |
Largest Winning Trade | 46948 | 46948 | 27130 | 52627495 | 711369 | 52627495 |
Largest Losing Trade | -945613 | -60062 | -945613 | -26398159 | -26398159 | -7996328 |
Avg Bars in Trades | 53 | 61 | 46 | 53 | 61 | 46 |
Avg Bars in Winners | 16 | 12 | 21 | 25 | 9 | 40 |
Avg Bars in Losers | 160 | 214 | 112 | 100 | 141 | 54 |
Bars Traded | 3558 | 2040 | 1518 | 3558 | 2040 | 1518 |
Profit Streak | 49.0457 | 0 | 237.5457 | 49.0457 | 0 | 237.5457 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -705572 | -541619 | -576384 | -584083 | -579427 | 692768 |
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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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