Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1694660.7809 | -24249.6992 | -1670411.0818 | -8574.9043 | -3055245.0961 | 3046670.1918 |
Total P&L (%) | -1694.6608 | -24.2497 | -1670.4111 | -8.5749 | -3055.2451 | 3046.6702 |
Avg Daily Profit (%) | -0.9172 | -0.0131 | -0.9041 | -0.0049 | 0 | 0.1868 |
Buy And Hold Return (%) | 67.422 | 67.422 | 67.422 | 67.422 | 67.422 | 67.422 |
Max Trade Drawdown | -1760551 | -130748 | -1750323 | -7125744 | -3226732 | -5152398 |
Profit Factor | 0.2552 | 0.9242 | 0.1457 | 0.9993 | 0.5095 | 1.4786 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 46 | 21 | 25 | 40 | 18 | 22 |
Losing Trades | 31 | 17 | 14 | 37 | 20 | 17 |
Profitability (%) | 59.7403 | 55.2632 | 64.1026 | 51.9481 | 47.3684 | 56.4103 |
Ratio Avg Win / Avg Loss | 0.172 | 0.7482 | 0.0816 | 0.9244 | 0.5662 | 1.1426 |
Largest Winning Trade | 43372 | 43372 | 32215 | 8361003 | 2029281 | 8361003 |
Largest Losing Trade | -1688226 | -68440 | -1688226 | -2383013 | -2112309 | -2383013 |
Avg Bars in Trades | 139 | 153 | 125 | 139 | 153 | 125 |
Avg Bars in Winners | 82 | 86 | 78 | 95 | 101 | 89 |
Avg Bars in Losers | 224 | 236 | 210 | 187 | 200 | 172 |
Bars Traded | 10751 | 5847 | 4904 | 10751 | 5847 | 4904 |
Profit Streak | 4.2484 | 0 | 28.9151 | 4.2484 | 0 | 28.9151 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -625503 | -580082 | -578389 | -626791 | -581788 | 377726 |
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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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