Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -771828.0568 | 58249.6269 | -830077.6837 | 1834701.5222 | -7927188.2751 | 9761889.7973 |
Total P&L (%) | -771.8281 | 58.2496 | -830.0777 | 1834.7015 | -7927.1883 | 9761.8898 |
Avg Daily Profit (%) | -0.4114 | 0.0311 | -0.4425 | 0.158 | 0 | 0.245 |
Buy And Hold Return (%) | 316.6784 | 316.6784 | 316.6784 | 316.6784 | 316.6784 | 316.6784 |
Max Trade Drawdown | -888814 | -124921 | -918074 | -8863919 | -8901784 | -3471412 |
Profit Factor | 0.3583 | 1.3467 | 0.1978 | 1.1074 | 0.3581 | 3.0611 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 76 | 37 | 39 | 56 | 27 | 29 |
Losing Trades | 13 | 7 | 6 | 33 | 17 | 16 |
Profitability (%) | 85.3933 | 84.0909 | 86.6667 | 62.9213 | 61.3636 | 64.4444 |
Ratio Avg Win / Avg Loss | 0.0613 | 0.2548 | 0.0304 | 0.6526 | 0.2255 | 1.6889 |
Largest Winning Trade | 16919 | 16919 | 16825 | 10194999 | 941921 | 10194999 |
Largest Losing Trade | -802299 | -71301 | -802299 | -7183829 | -7183829 | -1557226 |
Avg Bars in Trades | 40 | 48 | 32 | 40 | 48 | 32 |
Avg Bars in Winners | 11 | 10 | 13 | 16 | 12 | 19 |
Avg Bars in Losers | 204 | 247 | 154 | 80 | 104 | 54 |
Bars Traded | 3562 | 2115 | 1447 | 3562 | 2115 | 1447 |
Profit Streak | 78.2637 | 78.2637 | 243.2637 | 78.2637 | 78.2637 | 243.2637 |
Trades During Streak | 9 | 4 | 7 | 9 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574226 | -312719 | -574727 | -93392 | -577829 | 635614 |
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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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