Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1806429.7336 | -90342.6084 | -1716087.1252 | 163500.4477 | -8782009.7621 | 8945510.2098 |
Total P&L (%) | -1806.4297 | -90.3426 | -1716.0871 | 163.5004 | -8782.0098 | 8945.5102 |
Avg Daily Profit (%) | -0.7979 | -0.0399 | -0.758 | 0.0428 | 0 | 0.1992 |
Buy And Hold Return (%) | 386.1633 | 386.1633 | 386.1633 | 386.1633 | 386.1633 | 386.1633 |
Max Trade Drawdown | -1889425 | -161333 | -1783309 | -10240549 | -8828014 | -2815779 |
Profit Factor | 0.1945 | 0.7211 | 0.1056 | 1.01 | 0.2128 | 2.7307 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 41 | 17 | 24 | 37 | 15 | 22 |
Losing Trades | 24 | 15 | 9 | 28 | 17 | 11 |
Profitability (%) | 63.0769 | 53.125 | 72.7273 | 56.9231 | 46.875 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.1139 | 0.6362 | 0.0396 | 0.7643 | 0.2411 | 1.3653 |
Largest Winning Trade | 37560 | 37560 | 27579 | 11283412 | 786005 | 11283412 |
Largest Losing Trade | -1308868 | -56080 | -1308868 | -4070547 | -4070547 | -1923789 |
Avg Bars in Trades | 65 | 75 | 56 | 65 | 75 | 56 |
Avg Bars in Winners | 27 | 27 | 27 | 33 | 31 | 34 |
Avg Bars in Losers | 131 | 130 | 133 | 108 | 114 | 99 |
Bars Traded | 4284 | 2425 | 1859 | 4284 | 2425 | 1859 |
Profit Streak | 18.5524 | 0 | 285.5524 | 18.5524 | 0 | 285.5524 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714520 | -580405 | -576464 | -647228 | -582025 | 563668 |
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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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