Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1260268.7313 | -53761.1224 | -1206507.609 | 105550.6214 | -3448689.5544 | 3554240.1758 |
Total P&L (%) | -1260.2687 | -53.7611 | -1206.5076 | 105.5506 | -3448.6896 | 3554.2402 |
Avg Daily Profit (%) | -0.6688 | -0.0285 | -0.6402 | 0.0382 | 0 | 0.1911 |
Buy And Hold Return (%) | 438.1173 | 438.1173 | 438.1173 | 438.1173 | 438.1173 | 438.1173 |
Max Trade Drawdown | -1410849 | -162659 | -1283301 | -3903425 | -3843577 | -1723266 |
Profit Factor | 0.2379 | 0.8033 | 0.126 | 1.0141 | 0.3097 | 2.4361 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 69 | 34 | 35 | 67 | 33 | 34 |
Losing Trades | 19 | 10 | 9 | 21 | 11 | 10 |
Profitability (%) | 78.4091 | 77.2727 | 79.5455 | 76.1364 | 75 | 77.2727 |
Ratio Avg Win / Avg Loss | 0.0655 | 0.2363 | 0.0324 | 0.3179 | 0.1032 | 0.7165 |
Largest Winning Trade | 19450 | 19450 | 14083 | 4321374 | 288671 | 4321374 |
Largest Losing Trade | -987777 | -62408 | -987777 | -2486350 | -2486350 | -1646557 |
Avg Bars in Trades | 40 | 48 | 33 | 40 | 48 | 33 |
Avg Bars in Winners | 15 | 14 | 15 | 16 | 17 | 16 |
Avg Bars in Losers | 133 | 161 | 103 | 116 | 140 | 90 |
Bars Traded | 3581 | 2118 | 1463 | 3581 | 2118 | 1463 |
Profit Streak | 165.3411 | 165.3411 | 267.8411 | 165.3411 | 165.3411 | 267.8411 |
Trades During Streak | 18 | 9 | 10 | 18 | 9 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574860 | -575658 | -575383 | -508624 | -575952 | 537344 |
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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) |
---|