Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1078697.4986 | 71204.5425 | -1149902.0411 | -5690207.2607 | 3448836.2294 | -9139043.49 |
Total P&L (%) | -1078.6975 | 71.2045 | -1149.902 | -5690.2073 | 3448.8362 | -9139.0435 |
Avg Daily Profit (%) | -0.4972 | 0.0328 | -0.53 | 0 | 0.1647 | 0 |
Buy And Hold Return (%) | 408.6562 | 408.6562 | 408.6562 | 408.6562 | 408.6562 | 408.6562 |
Max Trade Drawdown | -1354698 | -154390 | -1315744 | -8210012 | -2508571 | -9227642 |
Profit Factor | 0.3782 | 1.2527 | 0.2086 | 0.6999 | 1.5284 | 0.2648 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 53 | 24 | 29 | 37 | 22 | 15 |
Losing Trades | 32 | 18 | 14 | 48 | 20 | 28 |
Profitability (%) | 62.3529 | 57.1429 | 67.4419 | 43.5294 | 52.381 | 34.8837 |
Ratio Avg Win / Avg Loss | 0.2284 | 0.9395 | 0.1007 | 0.9079 | 1.3894 | 0.4943 |
Largest Winning Trade | 82520 | 82520 | 50183 | 3624253 | 3624253 | 2047239 |
Largest Losing Trade | -772645 | -66263 | -772645 | -4064986 | -1542788 | -4064986 |
Avg Bars in Trades | 142 | 143 | 141 | 142 | 143 | 141 |
Avg Bars in Winners | 60 | 63 | 58 | 172 | 201 | 131 |
Avg Bars in Losers | 277 | 250 | 312 | 118 | 79 | 146 |
Bars Traded | 12104 | 6018 | 6085 | 12104 | 6018 | 6085 |
Profit Streak | 119.8753 | 119.8753 | 338.8753 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577319 | -315160 | -577061 | -583067 | 344409 | -586605 |
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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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