Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1686182.1421 | -21475.53 | -1664706.6121 | -87421.2793 | -11293254.467 | 11205833.1877 |
Total P&L (%) | -1686.1821 | -21.4755 | -1664.7066 | -87.4213 | -11293.2545 | 11205.8332 |
Avg Daily Profit (%) | -0.9432 | -0.012 | -0.9312 | -0.1159 | 0 | 0.2648 |
Buy And Hold Return (%) | 257.4959 | 257.4959 | 257.4959 | 257.4959 | 257.4959 | 257.4959 |
Max Trade Drawdown | -1820214 | -281806 | -1769483 | -13438848 | -12028630 | -4675143 |
Profit Factor | 0.2904 | 0.9473 | 0.1544 | 0.9967 | 0.2901 | 2.0874 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 55.2941 | 45.2381 | 65.1163 | 55.2941 | 45.2381 | 65.1163 |
Ratio Avg Win / Avg Loss | 0.2348 | 1.1467 | 0.0827 | 0.8058 | 0.3512 | 1.1182 |
Largest Winning Trade | 152687 | 152687 | 23487 | 17286464 | 3121286 | 17286464 |
Largest Losing Trade | -1343038 | -66995 | -1343038 | -7596024 | -7596024 | -4675143 |
Avg Bars in Trades | 61 | 78 | 44 | 61 | 78 | 44 |
Avg Bars in Winners | 41 | 47 | 36 | 39 | 38 | 39 |
Avg Bars in Losers | 86 | 104 | 58 | 89 | 112 | 53 |
Bars Traded | 5220 | 3310 | 1909 | 5220 | 3310 | 1909 |
Profit Streak | 73.3084 | 73.3084 | 107.975 | 73.3084 | 73.3084 | 107.975 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578290 | -579545 | -577375 | -578290 | -581212 | 534657 |
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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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