Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2298268.8877 | -118670.2285 | -2179598.6592 | 602243.8826 | -9177789.1883 | 9780033.0708 |
Total P&L (%) | -2298.2689 | -118.6702 | -2179.5987 | 602.2439 | -9177.7892 | 9780.0331 |
Avg Daily Profit (%) | -1.281 | -0.0661 | -1.2149 | 0.1087 | 0 | 0.2563 |
Buy And Hold Return (%) | 365.0542 | 365.0542 | 365.0542 | 365.0542 | 365.0542 | 365.0542 |
Max Trade Drawdown | -2472542 | -241919 | -2309632 | -17346389 | -16853997 | -1659008 |
Profit Factor | 0.168 | 0.667 | 0.0941 | 1.0262 | 0.4769 | 2.7965 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 38 | 14 | 24 | 40 | 15 | 25 |
Losing Trades | 26 | 18 | 8 | 24 | 17 | 7 |
Profitability (%) | 59.375 | 43.75 | 75 | 62.5 | 46.875 | 78.125 |
Ratio Avg Win / Avg Loss | 0.115 | 0.8576 | 0.0314 | 0.6157 | 0.5405 | 0.783 |
Largest Winning Trade | 66103 | 66103 | 18401 | 11662831 | 7000205 | 11662831 |
Largest Losing Trade | -1155870 | -67101 | -1155870 | -7462330 | -7462330 | -1659008 |
Avg Bars in Trades | 323 | 384 | 262 | 323 | 384 | 262 |
Avg Bars in Winners | 138 | 133 | 140 | 168 | 165 | 169 |
Avg Bars in Losers | 595 | 580 | 629 | 583 | 578 | 595 |
Bars Traded | 20724 | 12311 | 8413 | 20724 | 12311 | 8413 |
Profit Streak | 83.0761 | 83.0761 | 289.0761 | 83.0761 | 83.0761 | 289.0761 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721515 | -581875 | -576135 | -390389 | -580660 | 580560 |
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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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