Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1669111.5572 | -120383.1781 | -1548728.3792 | 77486.5423 | -1527878.807 | 1605365.3494 |
Total P&L (%) | -1669.1116 | -120.3832 | -1548.7284 | 77.4865 | -1527.8788 | 1605.3653 |
Avg Daily Profit (%) | -0.9033 | -0.0652 | -0.8382 | 0.0311 | 0 | 0.1536 |
Buy And Hold Return (%) | 67.0225 | 67.0225 | 67.0225 | 67.0225 | 67.0225 | 67.0225 |
Max Trade Drawdown | -1720741 | -175240 | -1607256 | -2153244 | -2049123 | -1859632 |
Profit Factor | 0.1734 | 0.5773 | 0.1071 | 1.0121 | 0.5172 | 1.4942 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 42 | 17 | 25 | 40 | 16 | 24 |
Losing Trades | 21 | 14 | 7 | 23 | 15 | 8 |
Profitability (%) | 66.6667 | 54.8387 | 78.125 | 63.4921 | 51.6129 | 75 |
Ratio Avg Win / Avg Loss | 0.0867 | 0.4754 | 0.03 | 0.5819 | 0.4849 | 0.4981 |
Largest Winning Trade | 21601 | 19744 | 21601 | 3321176 | 890551 | 3321176 |
Largest Losing Trade | -1374020 | -60954 | -1374020 | -1701006 | -1129161 | -1701006 |
Avg Bars in Trades | 111 | 135 | 87 | 111 | 135 | 87 |
Avg Bars in Winners | 49 | 68 | 36 | 68 | 81 | 60 |
Avg Bars in Losers | 233 | 216 | 268 | 184 | 192 | 169 |
Bars Traded | 6995 | 4191 | 2804 | 6995 | 4191 | 2804 |
Profit Streak | 39.131 | 39.131 | 278.131 | 39.131 | 39.131 | 278.131 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -728187 | -579644 | -575771 | -625328 | -580062 | 426495 |
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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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