Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1274314.5469 | 23242.8334 | -1297557.3803 | -43539.9387 | -15689606.1682 | 15646066.2295 |
Total P&L (%) | -1274.3145 | 23.2428 | -1297.5574 | -43.5399 | -15689.6062 | 15646.0662 |
Avg Daily Profit (%) | -0.677 | 0.0123 | -0.6893 | -0.0304 | 0 | 0.2691 |
Buy And Hold Return (%) | 515.9839 | 515.9839 | 515.9839 | 515.9839 | 515.9839 | 515.9839 |
Max Trade Drawdown | -1526756 | -172177 | -1416917 | -19714952 | -19258273 | -5121609 |
Profit Factor | 0.2843 | 1.1005 | 0.1625 | 0.9985 | 0.2605 | 2.7961 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 47 | 22 | 25 | 47 | 21 | 26 |
Losing Trades | 16 | 9 | 7 | 16 | 10 | 6 |
Profitability (%) | 74.6032 | 70.9677 | 78.125 | 74.6032 | 67.7419 | 81.25 |
Ratio Avg Win / Avg Loss | 0.0968 | 0.4502 | 0.0455 | 0.3399 | 0.124 | 0.6452 |
Largest Winning Trade | 37797 | 37797 | 29981 | 14341291 | 1986498 | 14341291 |
Largest Losing Trade | -880934 | -80650 | -880934 | -15159909 | -15159909 | -4324073 |
Avg Bars in Trades | 86 | 109 | 65 | 86 | 109 | 65 |
Avg Bars in Winners | 25 | 30 | 20 | 38 | 37 | 38 |
Avg Bars in Losers | 268 | 303 | 223 | 229 | 260 | 178 |
Bars Traded | 5479 | 3398 | 2081 | 5479 | 3398 | 2081 |
Profit Streak | 89.8686 | 89.8686 | 259.2019 | 89.8686 | 89.8686 | 259.2019 |
Trades During Streak | 11 | 5 | 8 | 11 | 5 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -726936 | -449610 | -575699 | -726936 | -577071 | 598683 |
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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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