Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1866496.1825 | 56437.7703 | -1922933.9528 | 209307.9452 | 8164260.0369 | -7954952.0917 |
Total P&L (%) | -1866.4962 | 56.4378 | -1922.934 | 209.3079 | 8164.26 | -7954.9521 |
Avg Daily Profit (%) | -0.7913 | 0.0239 | -0.8152 | 0.0479 | 0.1873 | 0 |
Buy And Hold Return (%) | 548.8812 | 548.8812 | 548.8812 | 548.8812 | 548.8812 | 548.8812 |
Max Trade Drawdown | -2018629 | -110712 | -2027956 | -23942451 | -8838692 | -16302490 |
Profit Factor | 0.2612 | 1.2757 | 0.1718 | 1.0064 | 1.7358 | 0.6306 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 39 | 20 | 19 | 33 | 17 | 16 |
Losing Trades | 26 | 13 | 13 | 32 | 16 | 16 |
Profitability (%) | 60 | 60.6061 | 59.375 | 50.7692 | 51.5152 | 50 |
Ratio Avg Win / Avg Loss | 0.1741 | 0.8292 | 0.1175 | 0.9759 | 1.6337 | 0.6306 |
Largest Winning Trade | 57266 | 57266 | 46101 | 13917908 | 13917908 | 5331944 |
Largest Losing Trade | -1674221 | -65706 | -1674221 | -5140712 | -5140712 | -4519357 |
Avg Bars in Trades | 206 | 135 | 281 | 206 | 135 | 281 |
Avg Bars in Winners | 146 | 98 | 197 | 206 | 114 | 305 |
Avg Bars in Losers | 297 | 191 | 402 | 207 | 157 | 256 |
Bars Traded | 13454 | 4462 | 8992 | 13454 | 4462 | 8992 |
Profit Streak | 32.0845 | 78.0845 | 0 | 32.0845 | 78.0845 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714940 | -326505 | -579595 | -645240 | 430170 | -580810 |
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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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