Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1939717.632 | -145338.7472 | -1794378.8848 | -17459.9772 | -4557981.9441 | 4540521.9669 |
Total P&L (%) | -1939.7176 | -145.3387 | -1794.3789 | -17.46 | -4557.9819 | 4540.522 |
Avg Daily Profit (%) | -0.8575 | -0.0642 | -0.7932 | -0.0085 | 0 | 0.1698 |
Buy And Hold Return (%) | 308.7719 | 308.7719 | 308.7719 | 308.7719 | 308.7719 | 308.7719 |
Max Trade Drawdown | -1982049 | -191031 | -1841593 | -6598147 | -5547711 | -1242378 |
Profit Factor | 0.1858 | 0.5985 | 0.1119 | 0.9983 | 0.3312 | 2.3155 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 50 | 23 | 27 | 46 | 21 | 25 |
Losing Trades | 29 | 16 | 13 | 33 | 18 | 15 |
Profitability (%) | 63.2911 | 58.9744 | 67.5 | 58.2278 | 53.8462 | 62.5 |
Ratio Avg Win / Avg Loss | 0.1078 | 0.4163 | 0.0539 | 0.7162 | 0.2839 | 1.3893 |
Largest Winning Trade | 31301 | 31301 | 20639 | 5355660 | 1134944 | 5355660 |
Largest Losing Trade | -1271687 | -57762 | -1271687 | -2900520 | -2900520 | -838709 |
Avg Bars in Trades | 163 | 182 | 144 | 163 | 182 | 144 |
Avg Bars in Winners | 61 | 60 | 61 | 71 | 66 | 75 |
Avg Bars in Losers | 339 | 358 | 316 | 291 | 317 | 260 |
Bars Traded | 12891 | 7109 | 5782 | 12891 | 7109 | 5782 |
Profit Streak | 82.7347 | 82.7347 | 135.0681 | 82.7347 | 82.7347 | 135.0681 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -608598 | -578632 | -577130 | -609254 | -579296 | 506773 |
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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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