Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1651513.124 | 37384.5235 | -1688897.6475 | -2211564.0317 | -16056051.185 | 13844487.1533 |
Total P&L (%) | -1651.5131 | 37.3845 | -1688.8976 | -2211.564 | -16056.0512 | 13844.4872 |
Avg Daily Profit (%) | -0.8878 | 0.0201 | -0.9079 | 0 | 0 | 0.2658 |
Buy And Hold Return (%) | 5437.2242 | 5437.2242 | 5437.2242 | 5437.2242 | 5437.2242 | 5437.2242 |
Max Trade Drawdown | -1718160 | -157666 | -1719971 | -23126243 | -17723115 | -7949909 |
Profit Factor | 0.2078 | 1.1824 | 0.1015 | 0.9333 | 0.2067 | 2.0729 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 43 | 23 | 20 | 26 | 10 | 16 |
Losing Trades | 22 | 10 | 12 | 39 | 23 | 16 |
Profitability (%) | 66.1538 | 69.697 | 62.5 | 40 | 30.303 | 50 |
Ratio Avg Win / Avg Loss | 0.1063 | 0.5141 | 0.0609 | 1.3999 | 0.4754 | 2.0729 |
Largest Winning Trade | 77195 | 77195 | 18585 | 16395042 | 2306012 | 16395042 |
Largest Losing Trade | -978753 | -58931 | -978753 | -8277760 | -8277760 | -7431614 |
Avg Bars in Trades | 331 | 328 | 335 | 331 | 328 | 335 |
Avg Bars in Winners | 147 | 183 | 107 | 271 | 210 | 310 |
Avg Bars in Losers | 690 | 661 | 715 | 371 | 379 | 360 |
Bars Traded | 21553 | 10830 | 10723 | 21553 | 10830 | 10723 |
Profit Streak | 41.1366 | 148.2199 | 0 | 0 | 0 | 223.8032 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714134 | -349845 | -579190 | -719277 | -588462 | 358850 |
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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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