Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1860423.2295 | -80431.7657 | -1779991.4637 | 423919.0353 | -8433010.3375 | 8856929.3728 |
Total P&L (%) | -1860.4232 | -80.4318 | -1779.9915 | 423.919 | -8433.0103 | 8856.9294 |
Avg Daily Profit (%) | -0.8217 | -0.0355 | -0.7862 | 0.0732 | 0 | 0.1987 |
Buy And Hold Return (%) | 514.6868 | 514.6868 | 514.6868 | 514.6868 | 514.6868 | 514.6868 |
Max Trade Drawdown | -1948681 | -129460 | -1860932 | -8984593 | -8463458 | -1622595 |
Profit Factor | 0.19 | 0.7485 | 0.0997 | 1.0248 | 0.3018 | 2.7569 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 38 | 18 | 20 | 36 | 15 | 21 |
Losing Trades | 23 | 12 | 11 | 25 | 15 | 10 |
Profitability (%) | 62.2951 | 60 | 64.5161 | 59.0164 | 50 | 67.7419 |
Ratio Avg Win / Avg Loss | 0.115 | 0.499 | 0.0548 | 0.7116 | 0.3018 | 1.3128 |
Largest Winning Trade | 52097 | 52097 | 45004 | 10244903 | 773389 | 10244903 |
Largest Losing Trade | -1320883 | -56849 | -1320883 | -4389709 | -4389709 | -1001403 |
Avg Bars in Trades | 69 | 74 | 64 | 69 | 74 | 64 |
Avg Bars in Winners | 29 | 25 | 32 | 30 | 22 | 35 |
Avg Bars in Losers | 135 | 148 | 122 | 125 | 125 | 126 |
Bars Traded | 4231 | 2230 | 2001 | 4231 | 2230 | 2001 |
Profit Streak | 82.0524 | 0 | 277.0524 | 82.0524 | 0 | 277.0524 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744626 | -579529 | -577586 | -620239 | -580825 | 568303 |
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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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