Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1380302.5232 | -52354.7706 | -1327947.7526 | 163467.1966 | -3333038.9679 | 3496506.1645 |
Total P&L (%) | -1380.3025 | -52.3548 | -1327.9478 | 163.4672 | -3333.039 | 3496.5062 |
Avg Daily Profit (%) | -0.7344 | -0.0279 | -0.7065 | 0.0516 | 0 | 0.1908 |
Buy And Hold Return (%) | 266.8111 | 266.8111 | 266.8111 | 266.8111 | 266.8111 | 266.8111 |
Max Trade Drawdown | -1500248 | -157621 | -1396694 | -4502959 | -4212362 | -1853394 |
Profit Factor | 0.263 | 0.815 | 0.1648 | 1.0194 | 0.3589 | 2.0769 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 63 | 30 | 33 | 59 | 27 | 32 |
Losing Trades | 18 | 10 | 8 | 22 | 13 | 9 |
Profitability (%) | 77.7778 | 75 | 80.4878 | 72.8395 | 67.5 | 78.0488 |
Ratio Avg Win / Avg Loss | 0.0752 | 0.2717 | 0.04 | 0.3801 | 0.1728 | 0.5841 |
Largest Winning Trade | 20553 | 20553 | 18394 | 4179795 | 546678 | 4179795 |
Largest Losing Trade | -1130147 | -63170 | -1130147 | -2942397 | -2942397 | -1738889 |
Avg Bars in Trades | 43 | 52 | 35 | 43 | 52 | 35 |
Avg Bars in Winners | 19 | 24 | 15 | 24 | 27 | 22 |
Avg Bars in Losers | 128 | 136 | 117 | 95 | 104 | 81 |
Bars Traded | 3561 | 2096 | 1465 | 3561 | 2096 | 1465 |
Profit Streak | 43.4303 | 167.9303 | 43.4303 | 43.4303 | 167.9303 | 43.4303 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -591679 | -576097 | -575818 | -502285 | -577070 | 496401 |
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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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