Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1173931.3336 | -69519.6474 | -1104411.6862 | 62327.5041 | -2515969.0366 | 2578296.5407 |
Total P&L (%) | -1173.9313 | -69.5196 | -1104.4117 | 62.3275 | -2515.969 | 2578.2965 |
Avg Daily Profit (%) | -0.6253 | -0.037 | -0.5883 | 0.0258 | 0 | 0.1753 |
Buy And Hold Return (%) | 179.6931 | 179.6931 | 179.6931 | 179.6931 | 179.6931 | 179.6931 |
Max Trade Drawdown | -1314652 | -177633 | -1137018 | -3813367 | -3271438 | -2232316 |
Profit Factor | 0.2703 | 0.7596 | 0.1631 | 1.0076 | 0.3777 | 1.6214 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 42 | 18 | 24 | 44 | 18 | 26 |
Losing Trades | 25 | 16 | 9 | 23 | 16 | 7 |
Profitability (%) | 62.6866 | 52.9412 | 72.7273 | 65.6716 | 52.9412 | 78.7879 |
Ratio Avg Win / Avg Loss | 0.1609 | 0.6752 | 0.0611 | 0.5267 | 0.3357 | 0.4365 |
Largest Winning Trade | 65871 | 65871 | 36035 | 3862185 | 580350 | 3862185 |
Largest Losing Trade | -771808 | -57709 | -771808 | -2273353 | -2273353 | -1993130 |
Avg Bars in Trades | 81 | 95 | 67 | 81 | 95 | 67 |
Avg Bars in Winners | 38 | 44 | 34 | 47 | 56 | 42 |
Avg Bars in Losers | 153 | 152 | 157 | 145 | 139 | 161 |
Bars Traded | 5466 | 3237 | 2229 | 5466 | 3237 | 2229 |
Profit Streak | 77.987 | 77.987 | 122.6536 | 77.987 | 77.987 | 122.6536 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -698715 | -579450 | -576898 | -655549 | -579450 | 460218 |
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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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