Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1689471.3582 | 47251.3083 | -1736722.6665 | 3404443.5292 | -25071181.5157 | 28475625.045 |
Total P&L (%) | -1689.4714 | 47.2513 | -1736.7227 | 3404.4435 | -25071.1815 | 28475.625 |
Avg Daily Profit (%) | -0.7478 | 0.0209 | -0.7687 | 0.1575 | 0 | 0.2506 |
Buy And Hold Return (%) | 350.5569 | 350.5569 | 350.5569 | 350.5569 | 350.5569 | 350.5569 |
Max Trade Drawdown | -1829398 | -97606 | -1842173 | -22559168 | -25425268 | -6167735 |
Profit Factor | 0.2728 | 1.1514 | 0.1365 | 1.0663 | 0.3717 | 3.4937 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 43 | 21 | 22 | 35 | 15 | 20 |
Losing Trades | 21 | 11 | 10 | 29 | 17 | 12 |
Profitability (%) | 67.1875 | 65.625 | 68.75 | 54.6875 | 46.875 | 62.5 |
Ratio Avg Win / Avg Loss | 0.1332 | 0.6031 | 0.062 | 0.8835 | 0.4213 | 2.0962 |
Largest Winning Trade | 77298 | 77298 | 46762 | 24835314 | 6426513 | 24835314 |
Largest Losing Trade | -1446575 | -57509 | -1446575 | -14285026 | -14285026 | -3720264 |
Avg Bars in Trades | 101 | 114 | 88 | 101 | 114 | 88 |
Avg Bars in Winners | 41 | 42 | 41 | 55 | 44 | 63 |
Avg Bars in Losers | 223 | 251 | 193 | 157 | 175 | 131 |
Bars Traded | 6496 | 3649 | 2847 | 6496 | 3649 | 2847 |
Profit Streak | 76.9703 | 0 | 270.6369 | 76.9703 | 0 | 270.6369 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721491 | -384388 | -577007 | -283888 | -582025 | 652086 |
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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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