Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1653279.6409 | -129199.9508 | -1524079.6901 | -104756.3474 | -3140331.3268 | 3035574.9794 |
Total P&L (%) | -1653.2796 | -129.2 | -1524.0797 | -104.7563 | -3140.3313 | 3035.575 |
Avg Daily Profit (%) | -0.8797 | -0.0687 | -0.811 | 0 | 0 | 0.1835 |
Buy And Hold Return (%) | 288.8582 | 288.8582 | 288.8582 | 288.8582 | 288.8582 | 288.8582 |
Max Trade Drawdown | -1775229 | -237288 | -1576637 | -4596915 | -4119004 | -2110501 |
Profit Factor | 0.2084 | 0.5622 | 0.1501 | 0.987 | 0.3461 | 1.9364 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 55 | 24 | 31 | 33 | 16 | 17 |
Losing Trades | 24 | 15 | 9 | 46 | 23 | 23 |
Profitability (%) | 69.6203 | 61.5385 | 77.5 | 41.7722 | 41.0256 | 42.5 |
Ratio Avg Win / Avg Loss | 0.0909 | 0.3514 | 0.0436 | 1.3758 | 0.4976 | 2.6198 |
Largest Winning Trade | 19515 | 19197 | 19515 | 3408545 | 579774 | 3408545 |
Largest Losing Trade | -1229271 | -62263 | -1229271 | -2841909 | -2841909 | -1620908 |
Avg Bars in Trades | 67 | 70 | 65 | 67 | 70 | 65 |
Avg Bars in Winners | 26 | 24 | 28 | 91 | 87 | 95 |
Avg Bars in Losers | 160 | 142 | 191 | 50 | 57 | 43 |
Bars Traded | 5343 | 2730 | 2613 | 5343 | 2730 | 2613 |
Profit Streak | 121.291 | 187.9577 | 121.291 | 0 | 0 | 0 |
Trades During Streak | 12 | 9 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -607580 | -577743 | -575728 | -613588 | -584247 | 312685 |
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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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