Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2328164.3419 | -178721.1443 | -2149443.1976 | 98392.6524 | -4471291.9438 | 4569684.5962 |
Total P&L (%) | -2328.1643 | -178.7211 | -2149.4432 | 98.3927 | -4471.2919 | 4569.6846 |
Avg Daily Profit (%) | -1.3039 | -0.1001 | -1.2038 | 0.0384 | 0 | 0.2155 |
Buy And Hold Return (%) | 293.9953 | 293.9953 | 293.9953 | 293.9953 | 293.9953 | 293.9953 |
Max Trade Drawdown | -2428191 | -253029 | -2227638 | -12822372 | -8307313 | -8005770 |
Profit Factor | 0.1298 | 0.4636 | 0.0823 | 1.0052 | 0.4722 | 1.4422 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 45 | 20 | 25 | 47 | 21 | 26 |
Losing Trades | 19 | 12 | 7 | 17 | 11 | 6 |
Profitability (%) | 70.3125 | 62.5 | 78.125 | 73.4375 | 65.625 | 81.25 |
Ratio Avg Win / Avg Loss | 0.0548 | 0.2782 | 0.023 | 0.3636 | 0.2474 | 0.3328 |
Largest Winning Trade | 20146 | 20146 | 14815 | 12222308 | 1778356 | 12222308 |
Largest Losing Trade | -1151634 | -66641 | -1151634 | -8005770 | -4430820 | -8005770 |
Avg Bars in Trades | 53 | 64 | 43 | 53 | 64 | 43 |
Avg Bars in Winners | 18 | 18 | 18 | 23 | 22 | 23 |
Avg Bars in Losers | 137 | 141 | 131 | 138 | 145 | 126 |
Bars Traded | 3451 | 2075 | 1376 | 3451 | 2075 | 1376 |
Profit Streak | 140.37 | 140.37 | 280.87 | 140.37 | 140.37 | 280.87 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -720103 | -577807 | -575771 | -662775 | -577401 | 461787 |
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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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