Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1569108.9176 | -64834.2131 | -1504274.7045 | -219995.0872 | -8035451.9771 | 7815456.8898 |
Total P&L (%) | -1569.1089 | -64.8342 | -1504.2747 | -219.9951 | -8035.452 | 7815.4569 |
Avg Daily Profit (%) | -0.8395 | -0.0347 | -0.8049 | 0 | 0 | 0.2342 |
Buy And Hold Return (%) | 480.0129 | 480.0129 | 480.0129 | 480.0129 | 480.0129 | 480.0129 |
Max Trade Drawdown | -1697293 | -179446 | -1557432 | -10613449 | -9125933 | -3373664 |
Profit Factor | 0.2533 | 0.7762 | 0.1697 | 0.9878 | 0.2697 | 2.1146 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 42 | 19 | 23 | 37 | 16 | 21 |
Losing Trades | 40 | 22 | 18 | 45 | 25 | 20 |
Profitability (%) | 51.2195 | 46.3415 | 56.0976 | 45.122 | 39.0244 | 51.2195 |
Ratio Avg Win / Avg Loss | 0.2412 | 0.8988 | 0.1328 | 1.2014 | 0.4213 | 2.0139 |
Largest Winning Trade | 41038 | 41038 | 33358 | 6835114 | 692789 | 6835114 |
Largest Losing Trade | -879589 | -55308 | -879589 | -5803801 | -5803801 | -1689258 |
Avg Bars in Trades | 65 | 78 | 53 | 65 | 78 | 53 |
Avg Bars in Winners | 39 | 48 | 32 | 54 | 75 | 38 |
Avg Bars in Losers | 93 | 104 | 80 | 75 | 80 | 68 |
Bars Traded | 5402 | 3218 | 2184 | 5402 | 3218 | 2184 |
Profit Streak | 22.8287 | 153.1621 | 0 | 0 | 0 | 51.1621 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -588850 | -580812 | -579951 | -589785 | -585010 | 471927 |
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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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