Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1233162.5588 | -43199.1321 | -1189963.4266 | -140816.5484 | 4068110.2048 | -4208926.7532 |
Total P&L (%) | -1233.1626 | -43.1991 | -1189.9634 | -140.8165 | 4068.1102 | -4208.9268 |
Avg Daily Profit (%) | -0.5227 | -0.0183 | -0.5044 | 0 | 0.1582 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1488612 | -245891 | -1283261 | -5433306 | -492392 | -5960218 |
Profit Factor | 0.3469 | 0.8854 | 0.2125 | 0.9829 | 5.9266 | 0.432 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 40 | 15 | 25 | 48 | 31 | 17 |
Losing Trades | 41 | 25 | 16 | 33 | 9 | 24 |
Profitability (%) | 49.3827 | 37.5 | 60.9756 | 59.2593 | 77.5 | 41.4634 |
Ratio Avg Win / Avg Loss | 0.3556 | 1.4757 | 0.136 | 0.6757 | 1.7206 | 0.6099 |
Largest Winning Trade | 75711 | 75711 | 32690 | 1372110 | 1372110 | 1284944 |
Largest Losing Trade | -1192058 | -62800 | -1192058 | -4830199 | -492392 | -4830199 |
Avg Bars in Trades | 109 | 127 | 91 | 109 | 127 | 91 |
Avg Bars in Winners | 52 | 41 | 58 | 121 | 136 | 94 |
Avg Bars in Losers | 164 | 178 | 143 | 90 | 96 | 88 |
Bars Traded | 8834 | 5088 | 3745 | 8834 | 5088 | 3745 |
Profit Streak | 43.375 | 43.375 | 144.625 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -595873 | -583391 | -577936 | -595577 | 710933 | -584062 |
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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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