Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2028150.5232 | -101071.1266 | -1927079.3966 | 103851.7779 | -6933235.2798 | 7037087.0577 |
Total P&L (%) | -2028.1505 | -101.0711 | -1927.0794 | 103.8518 | -6933.2353 | 7037.0871 |
Avg Daily Profit (%) | -0.8552 | -0.0426 | -0.8126 | 0.03 | 0 | 0.1801 |
Buy And Hold Return (%) | 485.0513 | 485.0513 | 485.0513 | 485.0513 | 485.0513 | 485.0513 |
Max Trade Drawdown | -2158817 | -159970 | -2011302 | -6781445 | -7037002 | -1691269 |
Profit Factor | 0.1614 | 0.6451 | 0.0969 | 1.0094 | 0.1755 | 3.6297 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 46 | 23 | 23 | 46 | 22 | 24 |
Losing Trades | 20 | 10 | 10 | 20 | 11 | 9 |
Profitability (%) | 69.697 | 69.697 | 69.697 | 69.697 | 66.6667 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.0702 | 0.2805 | 0.0421 | 0.4389 | 0.0877 | 1.3611 |
Largest Winning Trade | 25472 | 25472 | 21264 | 6523717 | 725511 | 6523717 |
Largest Losing Trade | -1433033 | -53489 | -1433033 | -3035929 | -3035929 | -838469 |
Avg Bars in Trades | 67 | 74 | 61 | 67 | 74 | 61 |
Avg Bars in Winners | 26 | 30 | 23 | 33 | 31 | 35 |
Avg Bars in Losers | 162 | 175 | 149 | 146 | 159 | 130 |
Bars Traded | 4470 | 2442 | 2028 | 4470 | 2442 | 2028 |
Profit Streak | 148.2676 | 148.2676 | 266.2676 | 148.2676 | 148.2676 | 266.2676 |
Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -705188 | -576867 | -576831 | -654833 | -577259 | 643894 |
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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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