Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2610560.6125 | -148331.2585 | -2462229.354 | 995327.1268 | -25443826.6524 | 26439153.7791 |
Total P&L (%) | -2610.5606 | -148.3313 | -2462.2294 | 995.3271 | -25443.8267 | 26439.1538 |
Avg Daily Profit (%) | -1.4491 | -0.0823 | -1.3668 | 0.133 | 0 | 0.3103 |
Buy And Hold Return (%) | 268.0205 | 268.0205 | 268.0205 | 268.0205 | 268.0205 | 268.0205 |
Max Trade Drawdown | -2745830 | -197376 | -2591535 | -21991561 | -25768536 | -3379671 |
Profit Factor | 0.1371 | 0.5307 | 0.0912 | 1.0282 | 0.1139 | 4.9796 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 37 | 14 | 23 | 39 | 15 | 24 |
Losing Trades | 20 | 14 | 6 | 18 | 13 | 5 |
Profitability (%) | 64.9123 | 50 | 79.3103 | 68.4211 | 53.5714 | 82.7586 |
Ratio Avg Win / Avg Loss | 0.0741 | 0.5307 | 0.0238 | 0.4745 | 0.0987 | 1.0374 |
Largest Winning Trade | 27929 | 22849 | 27929 | 24306440 | 730197 | 24306440 |
Largest Losing Trade | -1586739 | -64929 | -1586739 | -13485716 | -13485716 | -2853012 |
Avg Bars in Trades | 122 | 154 | 91 | 122 | 154 | 91 |
Avg Bars in Winners | 35 | 39 | 33 | 54 | 49 | 57 |
Avg Bars in Losers | 282 | 269 | 313 | 268 | 275 | 251 |
Bars Traded | 6974 | 4328 | 2646 | 6974 | 4328 | 2646 |
Profit Streak | 54.8399 | 54.8399 | 295.8399 | 54.8399 | 54.8399 | 295.8399 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756940 | -601271 | -575643 | -384527 | -600808 | 761093 |
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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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