Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2106185.1613 | -112777.6184 | -1993407.5428 | 7388.4843 | -4251448.1854 | 4258836.6696 |
Total P&L (%) | -2106.1852 | -112.7776 | -1993.4075 | 7.3885 | -4251.4482 | 4258.8367 |
Avg Daily Profit (%) | -0.933 | -0.05 | -0.8831 | 0.0032 | 0 | 0.1674 |
Buy And Hold Return (%) | 365.3979 | 365.3979 | 365.3979 | 365.3979 | 365.3979 | 365.3979 |
Max Trade Drawdown | -2150389 | -136322 | -2051180 | -5229495 | -4253156 | -1185646 |
Profit Factor | 0.1965 | 0.6838 | 0.1198 | 1.0008 | 0.2711 | 2.2686 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 60 | 27 | 33 | 54 | 24 | 30 |
Losing Trades | 29 | 17 | 12 | 35 | 20 | 15 |
Profitability (%) | 67.4157 | 61.3636 | 73.3333 | 60.6742 | 54.5455 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.095 | 0.4305 | 0.0436 | 0.6487 | 0.2259 | 1.1343 |
Largest Winning Trade | 31014 | 31014 | 22575 | 5673946 | 366806 | 5673946 |
Largest Losing Trade | -1545951 | -54287 | -1545951 | -2880992 | -2880992 | -800580 |
Avg Bars in Trades | 72 | 82 | 62 | 72 | 82 | 62 |
Avg Bars in Winners | 26 | 27 | 25 | 32 | 31 | 33 |
Avg Bars in Losers | 167 | 170 | 163 | 133 | 144 | 119 |
Bars Traded | 6431 | 3638 | 2793 | 6431 | 3638 | 2793 |
Profit Streak | 77.3485 | 77.3485 | 280.6818 | 77.3485 | 77.3485 | 280.6818 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576539 | -578282 | -576272 | -572595 | -579166 | 525861 |
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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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