Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2236449.34 | -171884.0133 | -2064565.3267 | 65688.11 | -3086312.9715 | 3152001.0814 |
Total P&L (%) | -2236.4493 | -171.884 | -2064.5653 | 65.6881 | -3086.313 | 3152.0011 |
Avg Daily Profit (%) | -1.2526 | -0.0963 | -1.1563 | 0.0283 | 0 | 0.1952 |
Buy And Hold Return (%) | 287.3841 | 287.3841 | 287.3841 | 287.3841 | 287.3841 | 287.3841 |
Max Trade Drawdown | -2377039 | -251754 | -2165930 | -12547072 | -6021841 | -7808223 |
Profit Factor | 0.1409 | 0.4885 | 0.0893 | 1.004 | 0.5021 | 1.3141 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 45 | 21 | 24 | 47 | 22 | 25 |
Losing Trades | 19 | 11 | 8 | 17 | 10 | 7 |
Profitability (%) | 70.3125 | 65.625 | 75 | 73.4375 | 68.75 | 78.125 |
Ratio Avg Win / Avg Loss | 0.0595 | 0.2559 | 0.0298 | 0.3632 | 0.2282 | 0.3679 |
Largest Winning Trade | 24056 | 19215 | 24056 | 11781223 | 1876575 | 11781223 |
Largest Losing Trade | -1135297 | -67661 | -1135297 | -7808223 | -3214507 | -7808223 |
Avg Bars in Trades | 53 | 64 | 43 | 53 | 64 | 43 |
Avg Bars in Winners | 17 | 19 | 16 | 22 | 22 | 22 |
Avg Bars in Losers | 139 | 151 | 122 | 140 | 156 | 117 |
Bars Traded | 3450 | 2071 | 1379 | 3450 | 2071 | 1379 |
Profit Streak | 140.3699 | 140.3699 | 280.8699 | 140.3699 | 140.3699 | 280.8699 |
Trades During Streak | 11 | 5 | 6 | 11 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -720045 | -577370 | -576155 | -677477 | -576965 | 414999 |
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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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