Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1374638.2154 | -52941.2587 | -1321696.9567 | 121311.7148 | -3201952.686 | 3323264.4008 |
Total P&L (%) | -1374.6382 | -52.9413 | -1321.697 | 121.3117 | -3201.9527 | 3323.2644 |
Avg Daily Profit (%) | -0.7298 | -0.0281 | -0.7017 | 0.0422 | 0 | 0.1878 |
Buy And Hold Return (%) | 283.1888 | 283.1888 | 283.1888 | 283.1888 | 283.1888 | 283.1888 |
Max Trade Drawdown | -1481219 | -182353 | -267281 | -4667770 | -4313755 | -877468 |
Profit Factor | 0.2566 | 0.8241 | 0.1463 | 1.0149 | 0.4018 | 2.1938 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 64 | 31 | 33 | 60 | 28 | 32 |
Losing Trades | 20 | 11 | 9 | 24 | 14 | 10 |
Profitability (%) | 76.1905 | 73.8095 | 78.5714 | 71.4286 | 66.6667 | 76.1905 |
Ratio Avg Win / Avg Loss | 0.0802 | 0.2924 | 0.0399 | 0.406 | 0.2009 | 0.6856 |
Largest Winning Trade | 20662 | 20662 | 19173 | 3423409 | 465296 | 3423409 |
Largest Losing Trade | -1130147 | -63142 | -1130147 | -3020588 | -3020588 | -1355170 |
Avg Bars in Trades | 41 | 50 | 32 | 41 | 50 | 32 |
Avg Bars in Winners | 15 | 20 | 10 | 19 | 22 | 17 |
Avg Bars in Losers | 124 | 133 | 113 | 95 | 104 | 82 |
Bars Traded | 3469 | 2104 | 1365 | 3469 | 2104 | 1365 |
Profit Streak | 125.3664 | 170.8664 | 125.3664 | 125.3664 | 170.8664 | 125.3664 |
Trades During Streak | 10 | 6 | 5 | 10 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575290 | -576209 | -575611 | -503259 | -577134 | 510749 |
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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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