Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1530581.7262 | 97215.3403 | -1627797.0665 | 577261.4795 | -6846083.5107 | 7423344.9902 |
Total P&L (%) | -1530.5817 | 97.2153 | -1627.7971 | 577.2615 | -6846.0835 | 7423.345 |
Avg Daily Profit (%) | -0.7797 | 0.0495 | -0.8292 | 0.0975 | 0 | 0.2203 |
Buy And Hold Return (%) | 1641.9651 | 1641.9651 | 1641.9651 | 1641.9651 | 1641.9651 | 1641.9651 |
Max Trade Drawdown | -1790957 | -103097 | -1744091 | -8930501 | -7182198 | -5663240 |
Profit Factor | 0.2922 | 1.3863 | 0.1481 | 1.0274 | 0.3091 | 1.6666 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 42 | 22 | 20 | 42 | 21 | 21 |
Losing Trades | 24 | 11 | 13 | 24 | 12 | 12 |
Profitability (%) | 63.6364 | 66.6667 | 60.6061 | 63.6364 | 63.6364 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.167 | 0.6931 | 0.0962 | 0.5871 | 0.1766 | 0.9523 |
Largest Winning Trade | 62821 | 43198 | 62821 | 15641699 | 1504312 | 15641699 |
Largest Losing Trade | -1380803 | -63446 | -1380803 | -5556666 | -4514345 | -5556666 |
Avg Bars in Trades | 173 | 179 | 166 | 173 | 179 | 166 |
Avg Bars in Winners | 101 | 110 | 92 | 109 | 114 | 104 |
Avg Bars in Losers | 297 | 317 | 281 | 285 | 294 | 276 |
Bars Traded | 11428 | 5930 | 5498 | 11428 | 5930 | 5498 |
Profit Streak | 439.6991 | 439.6991 | 562.6991 | 439.6991 | 439.6991 | 562.6991 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706171 | -290886 | -578093 | -545589 | -578450 | 356708 |
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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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