Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1753335.9372 | -118334.5965 | -1635001.3408 | -76712.5358 | -4351258.2576 | 4274545.7218 |
Total P&L (%) | -1753.3359 | -118.3346 | -1635.0013 | -76.7125 | -4351.2583 | 4274.5457 |
Avg Daily Profit (%) | -0.9301 | -0.0628 | -0.8673 | -0.0773 | 0 | 0.2006 |
Buy And Hold Return (%) | 249.7711 | 249.7711 | 249.7711 | 249.7711 | 249.7711 | 249.7711 |
Max Trade Drawdown | -1896446 | -215071 | -1687953 | -5679740 | -5501246 | -3187304 |
Profit Factor | 0.2122 | 0.6542 | 0.132 | 0.9933 | 0.3052 | 1.8316 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Profitability (%) | 71.0843 | 64.2857 | 78.0488 | 71.0843 | 64.2857 | 78.0488 |
Ratio Avg Win / Avg Loss | 0.0863 | 0.3634 | 0.0371 | 0.404 | 0.1696 | 0.5151 |
Largest Winning Trade | 20265 | 20265 | 17163 | 7045386 | 1149128 | 7045386 |
Largest Losing Trade | -1259638 | -61948 | -1259638 | -3527343 | -3527343 | -2988849 |
Avg Bars in Trades | 134 | 150 | 117 | 134 | 150 | 117 |
Avg Bars in Winners | 58 | 61 | 56 | 78 | 79 | 78 |
Avg Bars in Losers | 320 | 310 | 336 | 269 | 278 | 256 |
Bars Traded | 11134 | 6310 | 4825 | 11134 | 6310 | 4825 |
Profit Streak | 64.1415 | 88.1415 | 64.1415 | 64.1415 | 88.1415 | 64.1415 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577456 | -577477 | -575719 | -577456 | -577477 | 496753 |
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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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