Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1014713.7739 | 142589.6768 | -1157303.4506 | 811446.9981 | -15777416.8476 | 16588863.8457 |
Total P&L (%) | -1014.7138 | 142.5897 | -1157.3035 | 811.447 | -15777.4168 | 16588.8638 |
Avg Daily Profit (%) | -0.4487 | 0.0631 | -0.5118 | 0.0978 | 0 | 0.2266 |
Buy And Hold Return (%) | 344.0723 | 344.0723 | 344.0723 | 344.0723 | 344.0723 | 344.0723 |
Max Trade Drawdown | -1210487 | -144967 | -1300254 | -23000821 | -20531475 | -6703561 |
Profit Factor | 0.4213 | 1.4758 | 0.204 | 1.021 | 0.4548 | 2.7229 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 38 | 16 | 22 | 34 | 12 | 22 |
Losing Trades | 27 | 16 | 11 | 31 | 20 | 11 |
Profitability (%) | 58.4615 | 50 | 66.6667 | 52.3077 | 37.5 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.2994 | 1.4758 | 0.102 | 0.9309 | 0.758 | 1.3615 |
Largest Winning Trade | 76225 | 76225 | 38466 | 12965441 | 7961060 | 12965441 |
Largest Losing Trade | -1041174 | -53363 | -1041174 | -12129700 | -12129700 | -4177780 |
Avg Bars in Trades | 97 | 105 | 90 | 97 | 105 | 90 |
Avg Bars in Winners | 59 | 59 | 59 | 67 | 65 | 68 |
Avg Bars in Losers | 151 | 151 | 152 | 131 | 129 | 134 |
Bars Traded | 6347 | 3366 | 2981 | 6347 | 3366 | 2981 |
Profit Streak | 157.0163 | 157.0163 | 260.0163 | 157.0163 | 157.0163 | 260.0163 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714328 | -272806 | -577671 | -399924 | -585094 | 556380 |
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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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