Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1890851.8274 | -139321.9759 | -1751529.8515 | -87941.4282 | -3107672.6436 | 3019731.2154 |
Total P&L (%) | -1890.8518 | -139.322 | -1751.5299 | -87.9414 | -3107.6726 | 3019.7312 |
Avg Daily Profit (%) | -0.8379 | -0.0617 | -0.7762 | -0.0937 | 0 | 0.1526 |
Buy And Hold Return (%) | 251.752 | 251.752 | 251.752 | 251.752 | 251.752 | 251.752 |
Max Trade Drawdown | -1951667 | -193544 | -1800402 | -6034676 | -4828378 | -1713243 |
Profit Factor | 0.2156 | 0.6479 | 0.1308 | 0.9915 | 0.5311 | 1.8134 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 49 | 23 | 26 | 47 | 21 | 26 |
Losing Trades | 32 | 17 | 15 | 34 | 19 | 15 |
Profitability (%) | 60.4938 | 57.5 | 63.4146 | 58.0247 | 52.5 | 63.4146 |
Ratio Avg Win / Avg Loss | 0.1408 | 0.4789 | 0.0754 | 0.7173 | 0.4805 | 1.0462 |
Largest Winning Trade | 52493 | 52493 | 27334 | 3947768 | 1877191 | 3947768 |
Largest Losing Trade | -1061953 | -59502 | -1061953 | -3222038 | -3222038 | -1713243 |
Avg Bars in Trades | 80 | 81 | 79 | 80 | 81 | 79 |
Avg Bars in Winners | 29 | 27 | 31 | 37 | 31 | 43 |
Avg Bars in Losers | 157 | 153 | 162 | 139 | 136 | 141 |
Bars Traded | 6500 | 3250 | 3250 | 6500 | 3250 | 3250 |
Profit Streak | 50.814 | 77.1473 | 50.814 | 50.814 | 77.1473 | 50.814 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -593936 | -578407 | -578013 | -594256 | -579055 | 458112 |
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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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