Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1465416.6013 | -100627.0736 | -1364789.5277 | 96076.5643 | -1888602.3594 | 1984678.9237 |
Total P&L (%) | -1465.4166 | -100.6271 | -1364.7895 | 96.0766 | -1888.6024 | 1984.6789 |
Avg Daily Profit (%) | -0.7814 | -0.0537 | -0.7278 | 0.0359 | 0 | 0.1621 |
Buy And Hold Return (%) | 256.5593 | 256.5593 | 256.5593 | 256.5593 | 256.5593 | 256.5593 |
Max Trade Drawdown | -1573384 | -176217 | -1406812 | -3212789 | -2858006 | -1945164 |
Profit Factor | 0.2203 | 0.6537 | 0.141 | 1.0134 | 0.4612 | 1.5425 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 39 | 17 | 22 | 41 | 18 | 23 |
Losing Trades | 22 | 14 | 8 | 20 | 13 | 7 |
Profitability (%) | 63.9344 | 54.8387 | 73.3333 | 67.2131 | 58.0645 | 76.6667 |
Ratio Avg Win / Avg Loss | 0.1243 | 0.5384 | 0.0513 | 0.4943 | 0.3331 | 0.4694 |
Largest Winning Trade | 28525 | 28368 | 28525 | 3345593 | 704587 | 3345593 |
Largest Losing Trade | -1051728 | -60802 | -1051728 | -2038073 | -2038073 | -1945164 |
Avg Bars in Trades | 179 | 201 | 157 | 179 | 201 | 157 |
Avg Bars in Winners | 94 | 110 | 82 | 120 | 131 | 110 |
Avg Bars in Losers | 330 | 311 | 363 | 301 | 297 | 310 |
Bars Traded | 10960 | 6234 | 4726 | 10960 | 6234 | 4726 |
Profit Streak | 78.6793 | 78.6793 | 120.6793 | 78.6793 | 78.6793 | 120.6793 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -743555 | -579227 | -576842 | -680495 | -578809 | 431291 |
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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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