Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1818852.195 | -129094.3554 | -1689757.8396 | -11102.1604 | -6220476.3787 | 6209374.2183 |
Total P&L (%) | -1818.8522 | -129.0944 | -1689.7578 | -11.1022 | -6220.4764 | 6209.3742 |
Avg Daily Profit (%) | -0.8014 | -0.0569 | -0.7445 | -0.0052 | 0 | 0.1828 |
Buy And Hold Return (%) | 367.4419 | 367.4419 | 367.4419 | 367.4419 | 367.4419 | 367.4419 |
Max Trade Drawdown | -1937350 | -210542 | -1788386 | -6122766 | -6246776 | -1219874 |
Profit Factor | 0.1846 | 0.6482 | 0.0934 | 0.9989 | 0.2403 | 4.0611 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 32 | 14 | 18 | 34 | 14 | 20 |
Losing Trades | 32 | 18 | 14 | 30 | 18 | 12 |
Profitability (%) | 50 | 43.75 | 56.25 | 53.125 | 43.75 | 62.5 |
Ratio Avg Win / Avg Loss | 0.1846 | 0.8334 | 0.0726 | 0.8814 | 0.309 | 2.4366 |
Largest Winning Trade | 49144 | 49144 | 42131 | 6122774 | 1204953 | 6122774 |
Largest Losing Trade | -1180103 | -57427 | -1180103 | -2874417 | -2874417 | -566213 |
Avg Bars in Trades | 101 | 107 | 96 | 101 | 107 | 96 |
Avg Bars in Winners | 52 | 49 | 55 | 67 | 54 | 77 |
Avg Bars in Losers | 151 | 152 | 148 | 140 | 149 | 127 |
Bars Traded | 6518 | 3443 | 3075 | 6518 | 3443 | 3075 |
Profit Streak | 84.6038 | 0 | 284.9372 | 84.6038 | 0 | 284.9372 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -723719 | -583240 | -578651 | -723314 | -583240 | 645610 |
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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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