Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1227859.6151 | -62517.3246 | -1165342.2905 | 74153.5937 | -3306283.0737 | 3380436.6675 |
Total P&L (%) | -1227.8596 | -62.5173 | -1165.3423 | 74.1536 | -3306.2831 | 3380.4367 |
Avg Daily Profit (%) | -0.6521 | -0.0332 | -0.6189 | 0.0295 | 0 | 0.1887 |
Buy And Hold Return (%) | 335.1197 | 335.1197 | 335.1197 | 335.1197 | 335.1197 | 335.1197 |
Max Trade Drawdown | -1385779 | -176277 | -1240680 | -3076054 | -3647895 | -1753590 |
Profit Factor | 0.2401 | 0.7764 | 0.1279 | 1.0113 | 0.2173 | 2.4608 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 68 | 36 | 32 | 64 | 33 | 31 |
Losing Trades | 21 | 9 | 12 | 25 | 12 | 13 |
Profitability (%) | 76.4045 | 80 | 72.7273 | 71.9101 | 73.3333 | 70.4545 |
Ratio Avg Win / Avg Loss | 0.0742 | 0.1941 | 0.048 | 0.3951 | 0.079 | 1.032 |
Largest Winning Trade | 34444 | 34444 | 18495 | 5019135 | 235653 | 5019135 |
Largest Losing Trade | -943302 | -63061 | -943302 | -1813652 | -1813652 | -1565052 |
Avg Bars in Trades | 61 | 70 | 51 | 61 | 70 | 51 |
Avg Bars in Winners | 20 | 20 | 20 | 28 | 24 | 32 |
Avg Bars in Losers | 194 | 273 | 134 | 145 | 196 | 98 |
Bars Traded | 5453 | 3179 | 2274 | 5453 | 3179 | 2274 |
Profit Streak | 27.9481 | 164.2814 | 27.9481 | 27.9481 | 164.2814 | 27.9481 |
Trades During Streak | 3 | 10 | 1 | 3 | 10 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575375 | -575267 | -577232 | -524193 | -576131 | 531723 |
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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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