Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1172346.6179 | -44632.7243 | -1127713.8936 | 18934.9616 | -4307267.8176 | 4326202.7792 |
Total P&L (%) | -1172.3466 | -44.6327 | -1127.7139 | 18.935 | -4307.2678 | 4326.2028 |
Avg Daily Profit (%) | -0.6245 | -0.0238 | -0.6007 | 0.0092 | 0 | 0.2021 |
Buy And Hold Return (%) | 236.9685 | 236.9685 | 236.9685 | 236.9685 | 236.9685 | 236.9685 |
Max Trade Drawdown | -1287480 | -172750 | -1180991 | -3829977 | -4362407 | -1525321 |
Profit Factor | 0.269 | 0.8337 | 0.1556 | 1.0026 | 0.0987 | 2.6775 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 44 | 23 | 21 | 38 | 17 | 21 |
Losing Trades | 20 | 9 | 11 | 26 | 15 | 11 |
Profitability (%) | 68.75 | 71.875 | 65.625 | 59.375 | 53.125 | 65.625 |
Ratio Avg Win / Avg Loss | 0.1223 | 0.3262 | 0.0815 | 0.686 | 0.0871 | 1.4025 |
Largest Winning Trade | 33028 | 24990 | 33028 | 6280466 | 151438 | 6280466 |
Largest Losing Trade | -873824 | -66089 | -873824 | -1803553 | -1803553 | -1103630 |
Avg Bars in Trades | 85 | 104 | 66 | 85 | 104 | 66 |
Avg Bars in Winners | 32 | 33 | 30 | 45 | 46 | 44 |
Avg Bars in Losers | 202 | 285 | 135 | 144 | 170 | 109 |
Bars Traded | 5472 | 3339 | 2133 | 5472 | 3339 | 2133 |
Profit Streak | 50.5157 | 50.5157 | 258.5157 | 50.5157 | 50.5157 | 258.5157 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -720432 | -577410 | -577342 | -706500 | -579840 | 557552 |
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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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