Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1541999.0237 | -121054.8295 | -1420944.1942 | 4125.2094 | -3567024.5045 | 3571149.7138 |
Total P&L (%) | -1541.999 | -121.0548 | -1420.9442 | 4.1252 | -3567.0245 | 3571.1497 |
Avg Daily Profit (%) | -0.817 | -0.0641 | -0.7528 | 0.0021 | 0 | 0.1911 |
Buy And Hold Return (%) | 346.9596 | 346.9596 | 346.9596 | 346.9596 | 346.9596 | 346.9596 |
Max Trade Drawdown | -1607224 | -191201 | -1443034 | -5325684 | -4785984 | -1729641 |
Profit Factor | 0.1983 | 0.597 | 0.1245 | 1.0005 | 0.3772 | 2.0915 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 53 | 24 | 29 | 51 | 23 | 28 |
Losing Trades | 21 | 13 | 8 | 23 | 14 | 9 |
Profitability (%) | 71.6216 | 64.8649 | 78.3784 | 68.9189 | 62.1622 | 75.6757 |
Ratio Avg Win / Avg Loss | 0.0786 | 0.3234 | 0.0343 | 0.4512 | 0.2296 | 0.6723 |
Largest Winning Trade | 21660 | 21660 | 15770 | 3673038 | 522674 | 3673038 |
Largest Losing Trade | -1130147 | -61111 | -1130147 | -3298972 | -3298972 | -1463369 |
Avg Bars in Trades | 48 | 56 | 39 | 48 | 56 | 39 |
Avg Bars in Winners | 15 | 14 | 16 | 23 | 22 | 24 |
Avg Bars in Losers | 130 | 134 | 123 | 103 | 113 | 87 |
Bars Traded | 3581 | 2105 | 1476 | 3581 | 2105 | 1476 |
Profit Streak | 88.2523 | 88.2523 | 129.7523 | 88.2523 | 88.2523 | 129.7523 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -644982 | -577483 | -575742 | -641973 | -577833 | 498432 |
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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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