Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2198118.5042 | -98165.4613 | -2099953.0429 | 240517.9702 | -8448906.8165 | 8689424.7867 |
Total P&L (%) | -2198.1185 | -98.1655 | -2099.953 | 240.518 | -8448.9068 | 8689.4248 |
Avg Daily Profit (%) | -1.2266 | -0.0548 | -1.1718 | 0.0684 | 0 | 0.2501 |
Buy And Hold Return (%) | 257.6996 | 257.6996 | 257.6996 | 257.6996 | 257.6996 | 257.6996 |
Max Trade Drawdown | -2290770 | -202273 | -1200167 | -17367411 | -15799949 | -3786486 |
Profit Factor | 0.1818 | 0.7503 | 0.0843 | 1.0097 | 0.5277 | 2.26 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 62.5 | 59.375 | 65.625 | 62.5 | 59.375 | 65.625 |
Ratio Avg Win / Avg Loss | 0.1091 | 0.5133 | 0.0442 | 0.6058 | 0.3611 | 1.1838 |
Largest Winning Trade | 59715 | 59715 | 31035 | 12099019 | 6591985 | 12099019 |
Largest Losing Trade | -1141464 | -71445 | -1141464 | -9406620 | -9406620 | -3786486 |
Avg Bars in Trades | 161 | 179 | 143 | 161 | 179 | 143 |
Avg Bars in Winners | 72 | 75 | 69 | 86 | 85 | 88 |
Avg Bars in Losers | 310 | 331 | 286 | 285 | 315 | 249 |
Bars Traded | 10334 | 5732 | 4602 | 10334 | 5732 | 4602 |
Profit Streak | 24.2491 | 32.0824 | 24.2491 | 24.2491 | 32.0824 | 24.2491 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721152 | -578597 | -577755 | -619279 | -578597 | 528452 |
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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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