Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1294302.0576 | -12333.0462 | -1281969.0114 | 2470647.9727 | -15556573.3529 | 18027221.3256 |
Total P&L (%) | -1294.3021 | -12.333 | -1281.969 | 2470.648 | -15556.5734 | 18027.2213 |
Avg Daily Profit (%) | -0.6885 | -0.0066 | -0.6819 | 0.1728 | 0 | 0.277 |
Buy And Hold Return (%) | 655.7631 | 655.7631 | 655.7631 | 655.7631 | 655.7631 | 655.7631 |
Max Trade Drawdown | -1469023 | -158523 | -1372471 | -14208786 | -16219455 | -2756023 |
Profit Factor | 0.2209 | 0.9385 | 0.1224 | 1.107 | 0.127 | 4.4179 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 46 | 20 | 26 | 44 | 18 | 26 |
Losing Trades | 20 | 13 | 7 | 22 | 15 | 7 |
Profitability (%) | 69.697 | 60.6061 | 78.7879 | 66.6667 | 54.5455 | 78.7879 |
Ratio Avg Win / Avg Loss | 0.096 | 0.61 | 0.033 | 0.5535 | 0.1058 | 1.1894 |
Largest Winning Trade | 50089 | 50089 | 24998 | 19122454 | 645405 | 19122454 |
Largest Losing Trade | -871309 | -54624 | -871309 | -8405681 | -8405681 | -2068859 |
Avg Bars in Trades | 53 | 62 | 45 | 53 | 62 | 45 |
Avg Bars in Winners | 17 | 15 | 19 | 24 | 10 | 33 |
Avg Bars in Losers | 136 | 134 | 140 | 113 | 124 | 88 |
Bars Traded | 3545 | 2055 | 1490 | 3545 | 2055 | 1490 |
Profit Streak | 126.3282 | 126.3282 | 140.8282 | 126.3282 | 126.3282 | 140.8282 |
Trades During Streak | 15 | 7 | 9 | 15 | 7 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -705032 | -577941 | -575530 | -223781 | -578726 | 727220 |
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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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