Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1241945.6036 | 16450.4474 | -1258396.051 | 4000456.208 | -20206390.0513 | 24206846.2593 |
Total P&L (%) | -1241.9456 | 16.4504 | -1258.3961 | 4000.4562 | -20206.3901 | 24206.8463 |
Avg Daily Profit (%) | -0.665 | 0.0088 | -0.6738 | 0.1991 | 0 | 0.2946 |
Buy And Hold Return (%) | 606.6984 | 606.6984 | 606.6984 | 606.6984 | 606.6984 | 606.6984 |
Max Trade Drawdown | -1461930 | -155505 | -1368593 | -18670102 | -21326819 | -3574250 |
Profit Factor | 0.2483 | 1.0838 | 0.1355 | 1.1321 | 0.1387 | 4.5466 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 46 | 20 | 26 | 44 | 19 | 25 |
Losing Trades | 16 | 11 | 5 | 18 | 12 | 6 |
Profitability (%) | 74.1935 | 64.5161 | 83.871 | 70.9677 | 61.2903 | 80.6452 |
Ratio Avg Win / Avg Loss | 0.0864 | 0.5961 | 0.0261 | 0.4631 | 0.0876 | 1.0912 |
Largest Winning Trade | 50089 | 50089 | 24998 | 25174849 | 875542 | 25174849 |
Largest Losing Trade | -871309 | -54624 | -871309 | -11066140 | -11066140 | -2596201 |
Avg Bars in Trades | 57 | 66 | 48 | 57 | 66 | 48 |
Avg Bars in Winners | 17 | 15 | 19 | 24 | 10 | 35 |
Avg Bars in Losers | 170 | 158 | 195 | 137 | 154 | 102 |
Bars Traded | 3545 | 2051 | 1494 | 3545 | 2051 | 1494 |
Profit Streak | 116.928 | 116.928 | 237.428 | 116.928 | 116.928 | 237.428 |
Trades During Streak | 15 | 7 | 11 | 15 | 7 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -734447 | -473563 | -575014 | -223226 | -577859 | 743297 |
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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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