Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1325072.6283 | -75464.7589 | -1249607.8694 | -41127.0252 | -1842398.437 | 1801271.4118 |
Total P&L (%) | -1325.0726 | -75.4648 | -1249.6079 | -41.127 | -1842.3984 | 1801.2714 |
Avg Daily Profit (%) | -0.7066 | -0.0402 | -0.6663 | -0.0282 | 0 | 0.1572 |
Buy And Hold Return (%) | 254.8966 | 254.8966 | 254.8966 | 254.8966 | 254.8966 | 254.8966 |
Max Trade Drawdown | -1464710 | -179555 | -1285155 | -2842370 | -2629721 | -1843306 |
Profit Factor | 0.2511 | 0.726 | 0.1636 | 0.9931 | 0.3595 | 1.5908 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 38 | 17 | 21 | 40 | 18 | 22 |
Losing Trades | 28 | 16 | 12 | 26 | 15 | 11 |
Profitability (%) | 57.5758 | 51.5152 | 63.6364 | 60.6061 | 54.5455 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.185 | 0.6833 | 0.0935 | 0.6455 | 0.2996 | 0.7954 |
Largest Winning Trade | 46268 | 46268 | 29892 | 3068621 | 638123 | 3068621 |
Largest Losing Trade | -983401 | -55380 | -983401 | -1725672 | -1590313 | -1725672 |
Avg Bars in Trades | 163 | 175 | 151 | 163 | 175 | 151 |
Avg Bars in Winners | 105 | 117 | 95 | 115 | 116 | 115 |
Avg Bars in Losers | 242 | 237 | 249 | 236 | 246 | 223 |
Bars Traded | 10793 | 5794 | 4999 | 10793 | 5794 | 4999 |
Profit Streak | 30.5324 | 31.5324 | 0 | 30.5324 | 31.5324 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -707755 | -580066 | -579035 | -707362 | -579673 | 360066 |
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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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