Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1676929.0906 | 2239.9485 | -1679169.0391 | 1274516.394 | -19375021.8948 | 20649538.2887 |
Total P&L (%) | -1676.9291 | 2.2399 | -1679.169 | 1274.5164 | -19375.0219 | 20649.5383 |
Avg Daily Profit (%) | -0.7384 | 0.001 | -0.7394 | 0.1155 | 0 | 0.2352 |
Buy And Hold Return (%) | 343.1562 | 343.1562 | 343.1562 | 343.1562 | 343.1562 | 343.1562 |
Max Trade Drawdown | -1820602 | -149044 | -1757192 | -21179300 | -19605964 | -3509840 |
Profit Factor | 0.2342 | 1.0076 | 0.1144 | 1.0374 | 0.2638 | 3.6571 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 40 | 21 | 19 | 34 | 16 | 18 |
Losing Trades | 21 | 9 | 12 | 27 | 14 | 13 |
Profitability (%) | 65.5738 | 70 | 61.2903 | 55.7377 | 53.3333 | 58.0645 |
Ratio Avg Win / Avg Loss | 0.123 | 0.4318 | 0.0723 | 0.8238 | 0.2309 | 2.6413 |
Largest Winning Trade | 77298 | 77298 | 46027 | 21802804 | 1993607 | 21802804 |
Largest Losing Trade | -1354418 | -55441 | -1354418 | -8665884 | -8665884 | -1989979 |
Avg Bars in Trades | 103 | 113 | 93 | 103 | 113 | 93 |
Avg Bars in Winners | 39 | 39 | 38 | 51 | 41 | 61 |
Avg Bars in Losers | 225 | 286 | 180 | 168 | 196 | 138 |
Bars Traded | 6320 | 3413 | 2907 | 6320 | 3413 | 2907 |
Profit Streak | 170.9268 | 170.9268 | 275.5935 | 170.9268 | 170.9268 | 275.5935 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -743235 | -567144 | -577960 | -385713 | -579010 | 631722 |
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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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