Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2987703.8661 | -168661.1662 | -2819042.6999 | 705963.2984 | -17575049.4337 | 18281012.7321 |
Total P&L (%) | -2987.7039 | -168.6612 | -2819.0427 | 705.9633 | -17575.0494 | 18281.0127 |
Avg Daily Profit (%) | -1.6733 | -0.0945 | -1.5789 | 0.1169 | 0 | 0.2924 |
Buy And Hold Return (%) | 227.3618 | 227.3618 | 227.3618 | 227.3618 | 227.3618 | 227.3618 |
Max Trade Drawdown | -3104710 | -238214 | -1814737 | -17285423 | -18005379 | -1201850 |
Profit Factor | 0.1101 | 0.5359 | 0.0584 | 1.0304 | 0.1109 | 6.3151 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 75.5319 | 70.2128 | 80.8511 | 75.5319 | 70.2128 | 80.8511 |
Ratio Avg Win / Avg Loss | 0.0357 | 0.2273 | 0.0138 | 0.3338 | 0.0471 | 1.4957 |
Largest Winning Trade | 19978 | 19978 | 17576 | 18635913 | 405186 | 18635913 |
Largest Losing Trade | -1795165 | -65941 | -1795165 | -8169213 | -8169213 | -1280527 |
Avg Bars in Trades | 36 | 45 | 26 | 36 | 45 | 26 |
Avg Bars in Winners | 11 | 12 | 9 | 16 | 15 | 17 |
Avg Bars in Losers | 114 | 123 | 101 | 97 | 117 | 66 |
Bars Traded | 3424 | 2158 | 1266 | 3424 | 2158 | 1266 |
Profit Streak | 48.0505 | 48.0505 | 281.0505 | 48.0505 | 48.0505 | 281.0505 |
Trades During Streak | 15 | 7 | 12 | 15 | 7 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575160 | -576475 | -574913 | -222592 | -576475 | 795957 |
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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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