Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1110221.8542 | -20229.2035 | -1089992.6508 | 248511.4312 | -4067694.2223 | 4316205.6535 |
Total P&L (%) | -1110.2219 | -20.2292 | -1089.9927 | 248.5114 | -4067.6942 | 4316.2057 |
Avg Daily Profit (%) | -0.5896 | -0.0107 | -0.5789 | 0.0663 | 0 | 0.2014 |
Buy And Hold Return (%) | 332.4726 | 332.4726 | 332.4726 | 332.4726 | 332.4726 | 332.4726 |
Max Trade Drawdown | -1260558 | -155115 | -1171107 | -5073326 | -4936398 | -2037410 |
Profit Factor | 0.2863 | 0.9236 | 0.1557 | 1.0266 | 0.3653 | 2.4641 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 76 | 38 | 38 | 70 | 34 | 36 |
Losing Trades | 14 | 7 | 7 | 20 | 11 | 9 |
Profitability (%) | 84.4444 | 84.4444 | 84.4444 | 77.7778 | 75.5556 | 80 |
Ratio Avg Win / Avg Loss | 0.0527 | 0.1701 | 0.0287 | 0.2933 | 0.1182 | 0.616 |
Largest Winning Trade | 19197 | 19197 | 14955 | 4949663 | 548577 | 4949663 |
Largest Losing Trade | -943302 | -61876 | -943302 | -3234474 | -3234474 | -1783255 |
Avg Bars in Trades | 59 | 71 | 48 | 59 | 71 | 48 |
Avg Bars in Winners | 19 | 19 | 18 | 27 | 25 | 28 |
Avg Bars in Losers | 280 | 350 | 210 | 173 | 211 | 126 |
Bars Traded | 5371 | 3204 | 2167 | 5371 | 3204 | 2167 |
Profit Streak | 164.2813 | 164.2813 | 275.2813 | 164.2813 | 164.2813 | 275.2813 |
Trades During Streak | 14 | 7 | 9 | 14 | 7 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574290 | -574922 | -574909 | -457361 | -575930 | 554541 |
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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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