Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2265856.8492 | -101308.7201 | -2164548.1291 | 533506.722 | -11262961.5183 | 11796468.2403 |
Total P&L (%) | -2265.8568 | -101.3087 | -2164.5481 | 533.5067 | -11262.9615 | 11796.4682 |
Avg Daily Profit (%) | -1.2692 | -0.0567 | -1.2125 | 0.1035 | 0 | 0.268 |
Buy And Hold Return (%) | 347.1577 | 347.1577 | 347.1577 | 347.1577 | 347.1577 | 347.1577 |
Max Trade Drawdown | -2460450 | -225573 | -2286917 | -28505307 | -19827991 | -11380510 |
Profit Factor | 0.1922 | 0.7079 | 0.1194 | 1.0124 | 0.5204 | 1.5995 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 58 | 26 | 32 | 60 | 26 | 34 |
Losing Trades | 26 | 16 | 10 | 24 | 16 | 8 |
Profitability (%) | 69.0476 | 61.9048 | 76.1905 | 71.4286 | 61.9048 | 80.9524 |
Ratio Avg Win / Avg Loss | 0.0862 | 0.4356 | 0.0373 | 0.4049 | 0.3202 | 0.3763 |
Largest Winning Trade | 37024 | 37024 | 26260 | 22798614 | 7775544 | 22798614 |
Largest Losing Trade | -1268130 | -66674 | -1268130 | -11380510 | -10055898 | -11380510 |
Avg Bars in Trades | 82 | 89 | 75 | 82 | 89 | 75 |
Avg Bars in Winners | 33 | 30 | 35 | 40 | 37 | 43 |
Avg Bars in Losers | 191 | 185 | 201 | 185 | 172 | 210 |
Bars Traded | 6900 | 3745 | 3155 | 6900 | 3745 | 3155 |
Profit Streak | 33.5889 | 33.5889 | 281.8389 | 33.5889 | 33.5889 | 281.8389 |
Trades During Streak | 5 | 2 | 8 | 5 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576271 | -578197 | -575881 | -268199 | -578197 | 516571 |
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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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