Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1862536.2581 | 118804.5977 | -1981340.8557 | 2727948.1492 | -18311363.1007 | 21039311.2499 |
Total P&L (%) | -1862.5363 | 118.8046 | -1981.3409 | 2727.9481 | -18311.3631 | 21039.3113 |
Avg Daily Profit (%) | -0.789 | 0.0503 | -0.8393 | 0.1417 | 0 | 0.227 |
Buy And Hold Return (%) | 511.6606 | 511.6606 | 511.6606 | 511.6606 | 511.6606 | 511.6606 |
Max Trade Drawdown | -2161034 | -97977 | -2123949 | -33022128 | -23159495 | -22424471 |
Profit Factor | 0.2977 | 1.4408 | 0.1684 | 1.0356 | 0.4932 | 1.5204 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 38 | 18 | 20 | 38 | 17 | 21 |
Losing Trades | 27 | 15 | 12 | 27 | 16 | 11 |
Profitability (%) | 58.4615 | 54.5455 | 62.5 | 58.4615 | 51.5152 | 65.625 |
Ratio Avg Win / Avg Loss | 0.2115 | 1.2007 | 0.101 | 0.7358 | 0.4642 | 0.7964 |
Largest Winning Trade | 83937 | 83937 | 38828 | 25526364 | 5057655 | 25526364 |
Largest Losing Trade | -1661210 | -59432 | -1661210 | -16068798 | -11722741 | -16068798 |
Avg Bars in Trades | 104 | 71 | 138 | 104 | 71 | 138 |
Avg Bars in Winners | 83 | 56 | 108 | 93 | 54 | 124 |
Avg Bars in Losers | 133 | 89 | 188 | 120 | 89 | 164 |
Bars Traded | 6785 | 2354 | 4431 | 6785 | 2354 | 4431 |
Profit Streak | 0 | 0 | 252.0882 | 0 | 0 | 252.0882 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -715680 | -289972 | -578218 | -322503 | -580606 | 395902 |
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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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