Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1654670.69 | 79746.7609 | -1734417.4508 | 17747.6518 | -3304073.1075 | 3321820.7593 |
Total P&L (%) | -1654.6707 | 79.7468 | -1734.4175 | 17.7477 | -3304.0731 | 3321.8208 |
Avg Daily Profit (%) | -0.8427 | 0.0406 | -0.8833 | 0.0083 | 0 | 0.1801 |
Buy And Hold Return (%) | 1421.8612 | 1421.8612 | 1421.8612 | 1421.8612 | 1421.8612 | 1421.8612 |
Max Trade Drawdown | -1841318 | -132803 | -1855956 | -4113706 | -3434113 | -2222149 |
Profit Factor | 0.2903 | 1.2841 | 0.1543 | 1.0022 | 0.1697 | 1.7802 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 50 | 24 | 26 | 48 | 21 | 27 |
Losing Trades | 36 | 19 | 17 | 38 | 22 | 16 |
Profitability (%) | 58.1395 | 55.814 | 60.4651 | 55.814 | 48.8372 | 62.7907 |
Ratio Avg Win / Avg Loss | 0.209 | 1.0166 | 0.1009 | 0.7934 | 0.1778 | 1.055 |
Largest Winning Trade | 74933 | 74933 | 58872 | 6696609 | 336168 | 6696609 |
Largest Losing Trade | -1517974 | -59356 | -1517974 | -1634301 | -1630026 | -1634301 |
Avg Bars in Trades | 89 | 90 | 87 | 89 | 90 | 87 |
Avg Bars in Winners | 47 | 52 | 43 | 51 | 57 | 47 |
Avg Bars in Losers | 146 | 138 | 155 | 136 | 122 | 155 |
Bars Traded | 7664 | 3892 | 3772 | 7664 | 3892 | 3772 |
Profit Streak | 440.0164 | 440.0164 | 560.0164 | 440.0164 | 440.0164 | 560.0164 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578154 | -303054 | -578019 | -564991 | -580594 | 307634 |
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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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