Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1620703.0605 | -150136.1248 | -1470566.9357 | -145901.8545 | -1776339.9356 | 1630438.0811 |
Total P&L (%) | -1620.7031 | -150.1361 | -1470.5669 | -145.9019 | -1776.3399 | 1630.4381 |
Avg Daily Profit (%) | -0.8656 | -0.0802 | -0.7854 | 0 | 0 | 0.1524 |
Buy And Hold Return (%) | 479.1606 | 479.1606 | 479.1606 | 479.1606 | 479.1606 | 479.1606 |
Max Trade Drawdown | -1700405 | -217148 | -1497782 | -1823080 | -1991323 | -935711 |
Profit Factor | 0.1899 | 0.5562 | 0.1154 | 0.9632 | 0.2285 | 1.9777 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 45 | 19 | 26 | 39 | 17 | 22 |
Losing Trades | 38 | 22 | 16 | 44 | 24 | 20 |
Profitability (%) | 54.2169 | 46.3415 | 61.9048 | 46.988 | 41.4634 | 52.381 |
Ratio Avg Win / Avg Loss | 0.1604 | 0.644 | 0.071 | 1.0867 | 0.3225 | 1.7979 |
Largest Winning Trade | 48213 | 48213 | 22489 | 2167007 | 202957 | 2167007 |
Largest Losing Trade | -831286 | -64800 | -831286 | -1005835 | -1005835 | -889615 |
Avg Bars in Trades | 65 | 81 | 49 | 65 | 81 | 49 |
Avg Bars in Winners | 34 | 49 | 23 | 48 | 63 | 37 |
Avg Bars in Losers | 102 | 109 | 92 | 80 | 94 | 63 |
Bars Traded | 5436 | 3338 | 2098 | 5436 | 3338 | 2098 |
Profit Streak | 33.4413 | 34.7747 | 33.4413 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580514 | -581622 | -578650 | -581560 | -584062 | 323521 |
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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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