Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1780221.2843 | -113087.5464 | -1667133.7378 | -37500.7125 | -4478816.7704 | 4441316.0579 |
Total P&L (%) | -1780.2213 | -113.0875 | -1667.1337 | -37.5007 | -4478.8168 | 4441.3161 |
Avg Daily Profit (%) | -0.7874 | -0.05 | -0.7374 | -0.0208 | 0 | 0.1689 |
Buy And Hold Return (%) | 331.8471 | 331.8471 | 331.8471 | 331.8471 | 331.8471 | 331.8471 |
Max Trade Drawdown | -1851071 | -205204 | -1718326 | -7810972 | -6270391 | -1541809 |
Profit Factor | 0.2107 | 0.6825 | 0.1222 | 0.9964 | 0.3785 | 2.3785 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 43 | 18 | 25 | 37 | 16 | 21 |
Losing Trades | 34 | 20 | 14 | 40 | 22 | 18 |
Profitability (%) | 55.8442 | 47.3684 | 64.1026 | 48.0519 | 42.1053 | 53.8462 |
Ratio Avg Win / Avg Loss | 0.1666 | 0.7583 | 0.0685 | 1.0772 | 0.5204 | 2.0387 |
Largest Winning Trade | 41575 | 41575 | 27810 | 5242159 | 1999123 | 5242159 |
Largest Losing Trade | -1208560 | -57398 | -1208560 | -3350883 | -3350883 | -1049360 |
Avg Bars in Trades | 111 | 125 | 98 | 111 | 125 | 98 |
Avg Bars in Winners | 39 | 33 | 44 | 53 | 44 | 60 |
Avg Bars in Losers | 202 | 207 | 194 | 165 | 183 | 143 |
Bars Traded | 8593 | 4754 | 3839 | 8593 | 4754 | 3839 |
Profit Streak | 16.0112 | 0 | 284.2612 | 16.0112 | 0 | 284.2612 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -625442 | -581788 | -577515 | -625568 | -583835 | 512489 |
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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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