Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1484025.8159 | -2421.2625 | -1481604.5534 | -222020.4722 | 9813305.6824 | -10035326.1546 |
Total P&L (%) | -1484.0258 | -2.4213 | -1481.6046 | -222.0205 | 9813.3057 | -10035.3262 |
Avg Daily Profit (%) | -0.6431 | -0.001 | -0.642 | 0 | 0.1994 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1638363 | -146528 | -1609755 | -16419763 | -1560722 | -18628908 |
Profit Factor | 0.3294 | 0.9925 | 0.2168 | 0.9912 | 3.0977 | 0.5138 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 43 | 19 | 24 | 29 | 16 | 13 |
Losing Trades | 22 | 13 | 9 | 36 | 16 | 20 |
Profitability (%) | 66.1538 | 59.375 | 72.7273 | 44.6154 | 50 | 39.3939 |
Ratio Avg Win / Avg Loss | 0.1685 | 0.6791 | 0.0813 | 1.2305 | 3.0977 | 0.7904 |
Largest Winning Trade | 80901 | 80901 | 34116 | 7968169 | 7968169 | 2513734 |
Largest Losing Trade | -1252292 | -72168 | -1252292 | -11007278 | -1246947 | -11007278 |
Avg Bars in Trades | 131 | 155 | 107 | 131 | 155 | 107 |
Avg Bars in Winners | 66 | 83 | 52 | 170 | 204 | 128 |
Avg Bars in Losers | 259 | 261 | 255 | 100 | 107 | 94 |
Bars Traded | 8547 | 4984 | 3563 | 8547 | 4984 | 3563 |
Profit Streak | 154.7808 | 154.7808 | 272.0308 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -713212 | -578242 | -576462 | -717482 | 501067 | -584927 |
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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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