Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1440527.7386 | -169049.3139 | -1271478.4246 | -59056.5123 | -3581879.772 | 3522823.2597 |
Total P&L (%) | -1440.5277 | -169.0493 | -1271.4784 | -59.0565 | -3581.8798 | 3522.8233 |
Avg Daily Profit (%) | -0.7673 | -0.09 | -0.6773 | -0.0476 | 0 | 0.1914 |
Buy And Hold Return (%) | 263.9492 | 263.9492 | 263.9492 | 263.9492 | 263.9492 | 263.9492 |
Max Trade Drawdown | -1529625 | -226859 | -1304223 | -4011706 | -3897824 | -1487511 |
Profit Factor | 0.1542 | 0.4363 | 0.0939 | 0.9913 | 0.1777 | 2.4281 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 44 | 20 | 24 | 44 | 19 | 25 |
Losing Trades | 22 | 13 | 9 | 22 | 14 | 8 |
Profitability (%) | 66.6667 | 60.6061 | 72.7273 | 66.6667 | 57.5758 | 75.7576 |
Ratio Avg Win / Avg Loss | 0.0771 | 0.2836 | 0.0352 | 0.4957 | 0.131 | 0.777 |
Largest Winning Trade | 16047 | 16047 | 14955 | 4227123 | 263462 | 4227123 |
Largest Losing Trade | -881253 | -58766 | -881253 | -2374787 | -2374787 | -1468467 |
Avg Bars in Trades | 82 | 97 | 68 | 82 | 97 | 68 |
Avg Bars in Winners | 27 | 31 | 24 | 37 | 38 | 37 |
Avg Bars in Losers | 192 | 198 | 184 | 172 | 177 | 164 |
Bars Traded | 5469 | 3213 | 2256 | 5469 | 3213 | 2256 |
Profit Streak | 119.5106 | 161.1773 | 119.5106 | 119.5106 | 161.1773 | 119.5106 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -705730 | -578074 | -576898 | -705730 | -578467 | 507072 |
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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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