Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2331277.2257 | 25325.5 | -2356602.7257 | -2978683.8703 | -24644284.1818 | 21665600.3115 |
Total P&L (%) | -2331.2772 | 25.3255 | -2356.6027 | -2978.6839 | -24644.2842 | 21665.6003 |
Avg Daily Profit (%) | -1.2562 | 0.0136 | -1.2698 | 0 | 0 | 0.2905 |
Buy And Hold Return (%) | 6393.8768 | 6393.8768 | 6393.8768 | 6393.8768 | 6393.8768 | 6393.8768 |
Max Trade Drawdown | -2364983 | -112600 | -2371563 | -31828104 | -26321403 | -13195792 |
Profit Factor | 0.1672 | 1.1161 | 0.0871 | 0.942 | 0.2252 | 2.1071 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 40 | 19 | 21 | 33 | 14 | 19 |
Losing Trades | 24 | 13 | 11 | 31 | 18 | 13 |
Profitability (%) | 62.5 | 59.375 | 65.625 | 51.5625 | 43.75 | 59.375 |
Ratio Avg Win / Avg Loss | 0.1003 | 0.7637 | 0.0456 | 0.8849 | 0.2896 | 1.4417 |
Largest Winning Trade | 42868 | 42868 | 31261 | 22906716 | 1949195 | 22906716 |
Largest Losing Trade | -1581966 | -66061 | -1581966 | -10499042 | -10499042 | -9391086 |
Avg Bars in Trades | 162 | 158 | 167 | 162 | 158 | 167 |
Avg Bars in Winners | 72 | 82 | 63 | 139 | 139 | 140 |
Avg Bars in Losers | 313 | 269 | 365 | 187 | 172 | 207 |
Bars Traded | 10426 | 5059 | 5367 | 10426 | 5059 | 5367 |
Profit Streak | 37.5461 | 66.7127 | 0 | 0 | 0 | 218.7127 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -722112 | -433078 | -578784 | -724075 | -583240 | 399540 |
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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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