Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1801773.3996 | -58181.8694 | -1743591.5302 | -36629.9092 | 3391189.0595 | -3427818.9687 |
Total P&L (%) | -1801.7734 | -58.1819 | -1743.5915 | -36.6299 | 3391.1891 | -3427.819 |
Avg Daily Profit (%) | -0.9649 | -0.0312 | -0.9338 | -0.0244 | 0.1905 | 0 |
Buy And Hold Return (%) | 314.3344 | 314.3344 | 314.3344 | 314.3344 | 314.3344 | 314.3344 |
Max Trade Drawdown | -1916634 | -162602 | -1788379 | -2965640 | -579032 | -4652520 |
Profit Factor | 0.2376 | 0.8235 | 0.1427 | 0.9952 | 3.6373 | 0.4582 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 43 | 19 | 24 | 29 | 18 | 11 |
Losing Trades | 21 | 13 | 8 | 35 | 14 | 21 |
Profitability (%) | 67.1875 | 59.375 | 75 | 45.3125 | 56.25 | 34.375 |
Ratio Avg Win / Avg Loss | 0.1161 | 0.5634 | 0.0476 | 1.2011 | 2.829 | 0.8747 |
Largest Winning Trade | 44181 | 44181 | 28953 | 1497792 | 1497792 | 1058242 |
Largest Losing Trade | -1151687 | -59605 | -1151687 | -2364138 | -579032 | -2364138 |
Avg Bars in Trades | 112 | 129 | 96 | 112 | 129 | 96 |
Avg Bars in Winners | 64 | 69 | 60 | 146 | 158 | 127 |
Avg Bars in Losers | 212 | 217 | 205 | 84 | 91 | 80 |
Bars Traded | 7230 | 4137 | 3093 | 7230 | 4137 | 3093 |
Profit Streak | 77.3238 | 77.3238 | 120.3238 | 77.3238 | 77.3238 | 120.3238 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721085 | -579037 | -577004 | -723747 | 579146 | -586321 |
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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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