Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1738970.1793 | 2134.8342 | -1741105.0134 | 596761.3136 | -13722030.1896 | 14318791.5032 |
Total P&L (%) | -1738.9702 | 2.1348 | -1741.105 | 596.7613 | -13722.0302 | 14318.7915 |
Avg Daily Profit (%) | -0.7675 | 0.0009 | -0.7684 | 0.0857 | 0 | 0.2196 |
Buy And Hold Return (%) | 343.4318 | 343.4318 | 343.4318 | 343.4318 | 343.4318 | 343.4318 |
Max Trade Drawdown | -1886201 | -139436 | -1839748 | -12966685 | -13866776 | -3185496 |
Profit Factor | 0.2232 | 1.0073 | 0.1046 | 1.0235 | 0.3323 | 3.9591 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 37 | 17 | 20 | 33 | 14 | 19 |
Losing Trades | 28 | 15 | 13 | 32 | 18 | 14 |
Profitability (%) | 56.9231 | 53.125 | 60.6061 | 50.7692 | 43.75 | 57.5758 |
Ratio Avg Win / Avg Loss | 0.1689 | 0.8888 | 0.068 | 0.9925 | 0.4273 | 2.9172 |
Largest Winning Trade | 52911 | 52911 | 34445 | 14365475 | 3704012 | 14365475 |
Largest Losing Trade | -1458968 | -55565 | -1458968 | -7271799 | -7271799 | -1947873 |
Avg Bars in Trades | 186 | 196 | 177 | 186 | 196 | 177 |
Avg Bars in Winners | 113 | 111 | 115 | 125 | 111 | 136 |
Avg Bars in Losers | 283 | 293 | 272 | 250 | 263 | 233 |
Bars Traded | 12154 | 6301 | 5853 | 12154 | 6301 | 5853 |
Profit Streak | 41.507 | 0 | 81.8403 | 41.507 | 0 | 81.8403 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -715330 | -571165 | -578465 | -418434 | -583240 | 617642 |
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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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