Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1434138.5524 | 122952.2901 | -1557090.8425 | 711229.158 | -4919729.8815 | 5630959.0396 |
Total P&L (%) | -1434.1386 | 122.9523 | -1557.0908 | 711.2292 | -4919.7299 | 5630.959 |
Avg Daily Profit (%) | -0.7306 | 0.0626 | -0.7932 | 0.1067 | 0 | 0.2065 |
Buy And Hold Return (%) | 2003.1042 | 2003.1042 | 2003.1042 | 2003.1042 | 2003.1042 | 2003.1042 |
Max Trade Drawdown | -1729267 | -87800 | -1697707 | -7670791 | -5356624 | -6099716 |
Profit Factor | 0.3176 | 1.5232 | 0.1658 | 1.0369 | 0.3922 | 1.5035 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 38 | 20 | 18 | 38 | 19 | 19 |
Losing Trades | 26 | 12 | 14 | 26 | 13 | 13 |
Profitability (%) | 59.375 | 62.5 | 56.25 | 59.375 | 59.375 | 59.375 |
Ratio Avg Win / Avg Loss | 0.2173 | 0.9139 | 0.129 | 0.7095 | 0.2683 | 1.0287 |
Largest Winning Trade | 57344 | 57344 | 55601 | 14209923 | 1447749 | 14209923 |
Largest Losing Trade | -1353253 | -66646 | -1353253 | -5953746 | -3824384 | -5953746 |
Avg Bars in Trades | 178 | 182 | 174 | 178 | 182 | 174 |
Avg Bars in Winners | 105 | 115 | 95 | 114 | 119 | 108 |
Avg Bars in Losers | 284 | 294 | 275 | 271 | 274 | 269 |
Bars Traded | 11411 | 5843 | 5568 | 11411 | 5843 | 5568 |
Profit Streak | 432.7006 | 432.7006 | 555.2006 | 432.7006 | 432.7006 | 555.2006 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721723 | -273116 | -578665 | -538459 | -579009 | 311707 |
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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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