Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2610153.178 | -107827.5693 | -2502325.6087 | 2668548.6175 | -22643309.5023 | 25311858.1198 |
Total P&L (%) | -2610.1532 | -107.8276 | -2502.3256 | 2668.5486 | -22643.3095 | 25311.8581 |
Avg Daily Profit (%) | -1.4621 | -0.0604 | -1.4017 | 0.1862 | 0 | 0.3107 |
Buy And Hold Return (%) | 300.5495 | 300.5495 | 300.5495 | 300.5495 | 300.5495 | 300.5495 |
Max Trade Drawdown | -2769126 | -217220 | -1671675 | -22095587 | -23517504 | -1221376 |
Profit Factor | 0.1322 | 0.6431 | 0.0751 | 1.088 | 0.1516 | 7.9541 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 67 | 31 | 36 | 67 | 30 | 37 |
Losing Trades | 23 | 14 | 9 | 23 | 15 | 8 |
Profitability (%) | 74.4444 | 68.8889 | 80 | 74.4444 | 66.6667 | 82.2222 |
Ratio Avg Win / Avg Loss | 0.0454 | 0.2904 | 0.0188 | 0.3735 | 0.0758 | 1.7198 |
Largest Winning Trade | 43255 | 43255 | 22762 | 21312909 | 1172459 | 21312909 |
Largest Losing Trade | -1659656 | -66128 | -1659656 | -12180954 | -12180954 | -1056468 |
Avg Bars in Trades | 76 | 90 | 62 | 76 | 90 | 62 |
Avg Bars in Winners | 25 | 28 | 22 | 31 | 23 | 38 |
Avg Bars in Losers | 224 | 227 | 219 | 206 | 224 | 173 |
Bars Traded | 6852 | 4055 | 2797 | 6852 | 4055 | 2797 |
Profit Streak | 29.6121 | 29.6121 | 29.8621 | 29.6121 | 29.6121 | 29.8621 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575415 | -576762 | -575286 | -112125 | -577050 | 835891 |
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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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