Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1673428.64 | -112321.1609 | -1561107.4791 | -50060.2583 | -4325374.0919 | 4275313.8336 |
Total P&L (%) | -1673.4286 | -112.3212 | -1561.1075 | -50.0603 | -4325.3741 | 4275.3138 |
Avg Daily Profit (%) | -0.8915 | -0.0598 | -0.8317 | -0.037 | 0 | 0.2015 |
Buy And Hold Return (%) | 243.8691 | 243.8691 | 243.8691 | 243.8691 | 243.8691 | 243.8691 |
Max Trade Drawdown | -1773803 | -174194 | -1608081 | -5320123 | -5460388 | -2832627 |
Profit Factor | 0.2331 | 0.6662 | 0.1541 | 0.996 | 0.3897 | 1.7689 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 60 | 26 | 34 | 62 | 27 | 35 |
Losing Trades | 27 | 17 | 10 | 25 | 16 | 9 |
Profitability (%) | 68.9655 | 60.4651 | 77.2727 | 71.2644 | 62.7907 | 79.5455 |
Ratio Avg Win / Avg Loss | 0.1049 | 0.4356 | 0.0453 | 0.4016 | 0.231 | 0.4548 |
Largest Winning Trade | 32698 | 32698 | 27420 | 5708923 | 1007167 | 5708923 |
Largest Losing Trade | -1199349 | -58389 | -1199349 | -3129945 | -3129945 | -2484375 |
Avg Bars in Trades | 62 | 71 | 54 | 62 | 71 | 54 |
Avg Bars in Winners | 29 | 31 | 27 | 36 | 39 | 34 |
Avg Bars in Losers | 137 | 132 | 146 | 127 | 125 | 131 |
Bars Traded | 5458 | 3069 | 2389 | 5458 | 3069 | 2389 |
Profit Streak | 56.4774 | 81.144 | 56.4774 | 56.4774 | 81.144 | 56.4774 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576347 | -578408 | -576203 | -576049 | -578106 | 485872 |
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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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