Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1768985.2406 | -86508.9282 | -1682476.3124 | 135908.1558 | -4319909.7238 | 4455817.8796 |
Total P&L (%) | -1768.9852 | -86.5089 | -1682.4763 | 135.9082 | -4319.9097 | 4455.8179 |
Avg Daily Profit (%) | -0.7815 | -0.0382 | -0.7433 | 0.0379 | 0 | 0.1689 |
Buy And Hold Return (%) | 377.8375 | 377.8375 | 377.8375 | 377.8375 | 377.8375 | 377.8375 |
Max Trade Drawdown | -1856810 | -146814 | -1766298 | -6880224 | -5281441 | -1653551 |
Profit Factor | 0.2326 | 0.7577 | 0.1363 | 1.0123 | 0.4033 | 2.1648 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 61 | 27 | 34 | 55 | 24 | 31 |
Losing Trades | 30 | 18 | 12 | 36 | 21 | 15 |
Profitability (%) | 67.033 | 60 | 73.913 | 60.4396 | 53.3333 | 67.3913 |
Ratio Avg Win / Avg Loss | 0.1144 | 0.5051 | 0.0481 | 0.6626 | 0.3529 | 1.0475 |
Largest Winning Trade | 28008 | 28008 | 21606 | 6287239 | 1174949 | 6287239 |
Largest Losing Trade | -1168128 | -58800 | -1168128 | -3159304 | -3159304 | -1012495 |
Avg Bars in Trades | 70 | 80 | 61 | 70 | 80 | 61 |
Avg Bars in Winners | 25 | 27 | 24 | 30 | 31 | 30 |
Avg Bars in Losers | 162 | 160 | 165 | 131 | 136 | 125 |
Bars Traded | 6430 | 3622 | 2808 | 6430 | 3622 | 2808 |
Profit Streak | 82.9797 | 82.9797 | 286.6463 | 82.9797 | 82.9797 | 286.6463 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576592 | -578453 | -576169 | -513651 | -579318 | 523497 |
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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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