Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1931896.7666 | -117808.7647 | -1814088.002 | -10802.5967 | -5738070.8897 | 5727268.293 |
Total P&L (%) | -1931.8968 | -117.8088 | -1814.088 | -10.8026 | -5738.0709 | 5727.2683 |
Avg Daily Profit (%) | -0.8529 | -0.052 | -0.8009 | -0.005 | 0 | 0.1796 |
Buy And Hold Return (%) | 251.6456 | 251.6456 | 251.6456 | 251.6456 | 251.6456 | 251.6456 |
Max Trade Drawdown | -1980107 | -178169 | -1889310 | -8538865 | -7515859 | -2909928 |
Profit Factor | 0.237 | 0.7145 | 0.144 | 0.9993 | 0.3981 | 2.1494 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 53 | 23 | 30 | 45 | 19 | 26 |
Losing Trades | 33 | 20 | 13 | 41 | 24 | 17 |
Profitability (%) | 61.6279 | 53.4884 | 69.7674 | 52.3256 | 44.186 | 60.4651 |
Ratio Avg Win / Avg Loss | 0.1475 | 0.6213 | 0.0624 | 0.9104 | 0.5028 | 1.4054 |
Largest Winning Trade | 37106 | 37106 | 27281 | 5889196 | 2013364 | 5889196 |
Largest Losing Trade | -1271338 | -45780 | -1271338 | -3937306 | -3937306 | -1755098 |
Avg Bars in Trades | 154 | 170 | 139 | 154 | 170 | 139 |
Avg Bars in Winners | 78 | 79 | 78 | 94 | 90 | 97 |
Avg Bars in Losers | 277 | 275 | 279 | 220 | 233 | 202 |
Bars Traded | 13326 | 7342 | 5984 | 13326 | 7342 | 5984 |
Profit Streak | 85.9807 | 85.9807 | 149.3141 | 85.9807 | 85.9807 | 149.3141 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577399 | -579716 | -576812 | -578883 | -582429 | 489609 |
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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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