Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2330325.3147 | -136947.2217 | -2193378.093 | -67720.4901 | -8194426.5433 | 8126706.0531 |
Total P&L (%) | -2330.3253 | -136.9472 | -2193.3781 | -67.7205 | -8194.4265 | 8126.7061 |
Avg Daily Profit (%) | -1.0333 | -0.0607 | -0.9726 | -0.0501 | 0 | 0.1957 |
Buy And Hold Return (%) | 602.6078 | 602.6078 | 602.6078 | 602.6078 | 602.6078 | 602.6078 |
Max Trade Drawdown | -2393975 | -163962 | -2261938 | -9979738 | -8440269 | -1827164 |
Profit Factor | 0.1654 | 0.6323 | 0.0935 | 0.9948 | 0.1373 | 3.3035 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 29 | 16 | 13 | 33 | 17 | 16 |
Losing Trades | 36 | 16 | 20 | 32 | 15 | 17 |
Profitability (%) | 44.6154 | 50 | 39.3939 | 50.7692 | 53.125 | 48.4848 |
Ratio Avg Win / Avg Loss | 0.2053 | 0.6323 | 0.1438 | 0.9647 | 0.1212 | 3.51 |
Largest Winning Trade | 40452 | 40452 | 36424 | 10810330 | 429489 | 10810330 |
Largest Losing Trade | -1340549 | -66474 | -1340549 | -6566719 | -6566719 | -957066 |
Avg Bars in Trades | 131 | 111 | 150 | 131 | 111 | 150 |
Avg Bars in Winners | 98 | 63 | 142 | 105 | 67 | 146 |
Avg Bars in Losers | 158 | 160 | 156 | 158 | 161 | 155 |
Bars Traded | 8553 | 3573 | 4980 | 8553 | 3573 | 4980 |
Profit Streak | 31.9197 | 0 | 194.1697 | 31.9197 | 0 | 194.1697 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -718609 | -580810 | -583567 | -716137 | -580405 | 542254 |
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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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