Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1272194.2196 | -80083.879 | -1192110.3406 | -29656.5569 | -1662089.1898 | 1632432.6329 |
Total P&L (%) | -1272.1942 | -80.0839 | -1192.1103 | -29.6566 | -1662.0892 | 1632.4326 |
Avg Daily Profit (%) | -0.6838 | -0.043 | -0.6407 | -0.0189 | 0 | 0.1534 |
Buy And Hold Return (%) | 32.729 | 32.729 | 32.729 | 32.729 | 32.729 | 32.729 |
Max Trade Drawdown | -1361278 | -213223 | -1237141 | -3714482 | -2301461 | -2613704 |
Profit Factor | 0.2926 | 0.755 | 0.1899 | 0.9966 | 0.604 | 1.3626 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 56 | 27 | 29 | 50 | 23 | 27 |
Losing Trades | 34 | 18 | 16 | 40 | 22 | 18 |
Profitability (%) | 62.2222 | 60 | 64.4444 | 55.5556 | 51.1111 | 60 |
Ratio Avg Win / Avg Loss | 0.1776 | 0.5034 | 0.1047 | 0.7973 | 0.5777 | 0.9084 |
Largest Winning Trade | 42098 | 42098 | 19080 | 4663245 | 1470358 | 4663245 |
Largest Losing Trade | -1056470 | -62784 | -1056470 | -1669950 | -1086337 | -1669950 |
Avg Bars in Trades | 80 | 87 | 72 | 80 | 87 | 72 |
Avg Bars in Winners | 43 | 46 | 41 | 53 | 54 | 51 |
Avg Bars in Losers | 140 | 150 | 129 | 114 | 122 | 103 |
Bars Traded | 7219 | 3957 | 3261 | 7219 | 3957 | 3261 |
Profit Streak | 18.3172 | 18.3172 | 67.0672 | 18.3172 | 18.3172 | 67.0672 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577609 | -578852 | -577869 | -578751 | -580004 | 315783 |
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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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