Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2429473.9391 | -198392.1675 | -2231081.7716 | -81886.4611 | -5496334.5896 | 5414448.1286 |
Total P&L (%) | -2429.4739 | -198.3922 | -2231.0818 | -81.8865 | -5496.3346 | 5414.4481 |
Avg Daily Profit (%) | -1.0771 | -0.088 | -0.9892 | -0.0757 | 0 | 0.1779 |
Buy And Hold Return (%) | 567.4607 | 567.4607 | 567.4607 | 567.4607 | 567.4607 | 567.4607 |
Max Trade Drawdown | -2492135 | -212617 | -2288477 | -6577190 | -5611076 | -1455608 |
Profit Factor | 0.1518 | 0.5149 | 0.0913 | 0.9923 | 0.2091 | 2.4949 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 41 | 19 | 22 | 43 | 18 | 25 |
Losing Trades | 44 | 23 | 21 | 42 | 24 | 18 |
Profitability (%) | 48.2353 | 45.2381 | 51.1628 | 50.5882 | 42.8571 | 58.1395 |
Ratio Avg Win / Avg Loss | 0.1629 | 0.6233 | 0.0871 | 0.9692 | 0.2788 | 1.7963 |
Largest Winning Trade | 40353 | 40353 | 39381 | 7026489 | 410284 | 7026489 |
Largest Losing Trade | -1618614 | -60984 | -1618614 | -2384464 | -2384464 | -906718 |
Avg Bars in Trades | 50 | 46 | 54 | 50 | 46 | 54 |
Avg Bars in Winners | 30 | 29 | 30 | 35 | 27 | 41 |
Avg Bars in Losers | 69 | 59 | 79 | 65 | 60 | 73 |
Bars Traded | 4280 | 1932 | 2348 | 4280 | 1932 | 2348 |
Profit Streak | 24.5382 | 0 | 153.5382 | 24.5382 | 0 | 153.5382 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580693 | -582586 | -579194 | -579930 | -583512 | 543338 |
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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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