Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1875888.5315 | -77801.7769 | -1798086.7546 | -2377.6981 | -5948595.9414 | 5946218.2434 |
Total P&L (%) | -1875.8885 | -77.8018 | -1798.0868 | -2.3777 | -5948.5959 | 5946.2182 |
Avg Daily Profit (%) | -0.8282 | -0.0344 | -0.7939 | -0.0011 | 0 | 0.1813 |
Buy And Hold Return (%) | 349.6732 | 349.6732 | 349.6732 | 349.6732 | 349.6732 | 349.6732 |
Max Trade Drawdown | -1960039 | -170029 | -1875936 | -9875550 | -7788597 | -2115271 |
Profit Factor | 0.2357 | 0.7933 | 0.1347 | 0.9998 | 0.3061 | 2.5619 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 50 | 22 | 28 | 42 | 18 | 24 |
Losing Trades | 29 | 17 | 12 | 37 | 21 | 16 |
Profitability (%) | 63.2911 | 56.4103 | 70 | 53.1646 | 46.1538 | 60 |
Ratio Avg Win / Avg Loss | 0.1367 | 0.613 | 0.0577 | 0.8808 | 0.3571 | 1.7079 |
Largest Winning Trade | 39800 | 39800 | 28208 | 7231542 | 2101706 | 7231542 |
Largest Losing Trade | -1308721 | -56983 | -1308721 | -4531400 | -4531400 | -1138798 |
Avg Bars in Trades | 163 | 182 | 144 | 163 | 182 | 144 |
Avg Bars in Winners | 71 | 69 | 74 | 87 | 79 | 94 |
Avg Bars in Losers | 320 | 328 | 308 | 248 | 270 | 219 |
Bars Traded | 12891 | 7115 | 5776 | 12891 | 7115 | 5776 |
Profit Streak | 85.2857 | 85.2857 | 289.2857 | 85.2857 | 85.2857 | 289.2857 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -608690 | -579368 | -576766 | -610281 | -581694 | 557204 |
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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) |
---|