Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2258459.4843 | -171535.5572 | -2086923.9271 | -12282.1314 | -2836803.9511 | 2824521.8197 |
Total P&L (%) | -2258.4595 | -171.5356 | -2086.9239 | -12.2821 | -2836.804 | 2824.5218 |
Avg Daily Profit (%) | -1.2587 | -0.0956 | -1.1631 | -0.0073 | 0 | 0.1883 |
Buy And Hold Return (%) | 341.4729 | 341.4729 | 341.4729 | 341.4729 | 341.4729 | 341.4729 |
Max Trade Drawdown | -2397296 | -240892 | -2187686 | -13642133 | -3979237 | -10639297 |
Profit Factor | 0.1479 | 0.4716 | 0.1028 | 0.9993 | 0.3043 | 1.2155 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 37 | 16 | 21 | 39 | 17 | 22 |
Losing Trades | 24 | 14 | 10 | 22 | 13 | 9 |
Profitability (%) | 60.6557 | 53.3333 | 67.7419 | 63.9344 | 56.6667 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.096 | 0.4126 | 0.0489 | 0.5637 | 0.2327 | 0.4972 |
Largest Winning Trade | 24364 | 24364 | 23227 | 14781027 | 427200 | 14781027 |
Largest Losing Trade | -1076664 | -68501 | -1076664 | -10639297 | -2286380 | -10639297 |
Avg Bars in Trades | 171 | 202 | 141 | 171 | 202 | 141 |
Avg Bars in Winners | 63 | 60 | 66 | 79 | 74 | 83 |
Avg Bars in Losers | 337 | 364 | 300 | 334 | 369 | 282 |
Bars Traded | 10465 | 6076 | 4389 | 10465 | 6076 | 4389 |
Profit Streak | 64.5924 | 83.2591 | 64.5924 | 64.5924 | 83.2591 | 64.5924 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -743955 | -579431 | -577545 | -743530 | -578999 | 341604 |
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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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