Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1396834.2018 | -120594.1111 | -1276240.0907 | -22395.2557 | -3673456.151 | 3651060.8953 |
Total P&L (%) | -1396.8342 | -120.5941 | -1276.2401 | -22.3953 | -3673.4562 | 3651.0609 |
Avg Daily Profit (%) | -0.7445 | -0.0643 | -0.6802 | -0.0135 | 0 | 0.1934 |
Buy And Hold Return (%) | 277.7131 | 277.7131 | 277.7131 | 277.7131 | 277.7131 | 277.7131 |
Max Trade Drawdown | -1551579 | -209101 | -1342478 | -5673126 | -4991510 | -3105670 |
Profit Factor | 0.223 | 0.5986 | 0.1476 | 0.9978 | 0.3338 | 1.7751 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 64.6154 | 56.25 | 72.7273 | 64.6154 | 56.25 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.1221 | 0.4656 | 0.0554 | 0.5464 | 0.2596 | 0.6657 |
Largest Winning Trade | 33612 | 33612 | 19988 | 5411829 | 733804 | 5411829 |
Largest Losing Trade | -965534 | -60597 | -965534 | -3469430 | -3469430 | -2737939 |
Avg Bars in Trades | 82 | 100 | 64 | 82 | 100 | 64 |
Avg Bars in Winners | 31 | 38 | 27 | 45 | 52 | 39 |
Avg Bars in Losers | 174 | 180 | 163 | 149 | 162 | 131 |
Bars Traded | 5348 | 3222 | 2126 | 5348 | 3222 | 2126 |
Profit Streak | 76.9303 | 76.9303 | 119.2636 | 76.9303 | 76.9303 | 119.2636 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -713320 | -578629 | -576469 | -713320 | -578629 | 463606 |
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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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