Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1608442.9677 | -82135.8626 | -1526307.1051 | -11783.8048 | -5254757.9631 | 5242974.1583 |
Total P&L (%) | -1608.443 | -82.1359 | -1526.3071 | -11.7838 | -5254.758 | 5242.9742 |
Avg Daily Profit (%) | -0.8515 | -0.0435 | -0.808 | -0.0066 | 0 | 0.2108 |
Buy And Hold Return (%) | 314.0396 | 314.0396 | 314.0396 | 314.0396 | 314.0396 | 314.0396 |
Max Trade Drawdown | -1771519 | -194649 | -1614257 | -8137525 | -7456956 | -3465543 |
Profit Factor | 0.2072 | 0.7401 | 0.1089 | 0.9991 | 0.4061 | 2.1009 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 72 | 35 | 37 | 68 | 32 | 36 |
Losing Trades | 18 | 10 | 8 | 22 | 13 | 9 |
Profitability (%) | 80 | 77.7778 | 82.2222 | 75.5556 | 71.1111 | 80 |
Ratio Avg Win / Avg Loss | 0.0518 | 0.2115 | 0.0235 | 0.3232 | 0.165 | 0.5252 |
Largest Winning Trade | 14529 | 14529 | 12878 | 7077000 | 1284448 | 7077000 |
Largest Losing Trade | -1259638 | -63785 | -1259638 | -5220366 | -5220366 | -3188581 |
Avg Bars in Trades | 59 | 83 | 36 | 59 | 83 | 36 |
Avg Bars in Winners | 17 | 22 | 12 | 23 | 28 | 18 |
Avg Bars in Losers | 227 | 294 | 145 | 172 | 219 | 105 |
Bars Traded | 5374 | 3745 | 1629 | 5374 | 3745 | 1629 |
Profit Streak | 70.8746 | 89.5413 | 70.8746 | 70.8746 | 89.5413 | 70.8746 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574743 | -575663 | -575178 | -575319 | -576528 | 530304 |
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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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