Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1241063.2102 | -64554.5975 | -1176508.6127 | 58831.958 | -3543361.9177 | 3602193.8757 |
Total P&L (%) | -1241.0632 | -64.5546 | -1176.5086 | 58.832 | -3543.3619 | 3602.1939 |
Avg Daily Profit (%) | -0.657 | -0.0342 | -0.6228 | 0.0245 | 0 | 0.1914 |
Buy And Hold Return (%) | 343.5936 | 343.5936 | 343.5936 | 343.5936 | 343.5936 | 343.5936 |
Max Trade Drawdown | -1382452 | -179095 | -1239363 | -3286526 | -3862713 | -1778941 |
Profit Factor | 0.2325 | 0.77 | 0.1196 | 1.0088 | 0.1951 | 2.587 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 63 | 35 | 28 | 57 | 32 | 25 |
Losing Trades | 22 | 8 | 14 | 28 | 11 | 17 |
Profitability (%) | 74.1176 | 81.3953 | 66.6667 | 67.0588 | 74.4186 | 59.5238 |
Ratio Avg Win / Avg Loss | 0.0812 | 0.176 | 0.0598 | 0.4956 | 0.0671 | 1.7592 |
Largest Winning Trade | 34444 | 34444 | 18495 | 5360409 | 229504 | 5360409 |
Largest Losing Trade | -943302 | -63061 | -943302 | -1832303 | -1832303 | -1524215 |
Avg Bars in Trades | 64 | 73 | 54 | 64 | 73 | 54 |
Avg Bars in Winners | 24 | 20 | 28 | 29 | 25 | 34 |
Avg Bars in Losers | 178 | 306 | 105 | 134 | 214 | 83 |
Bars Traded | 5455 | 3180 | 2275 | 5455 | 3180 | 2275 |
Profit Streak | 33.8747 | 170.208 | 33.8747 | 33.8747 | 170.208 | 33.8747 |
Trades During Streak | 3 | 9 | 1 | 3 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575700 | -575178 | -578032 | -534254 | -576037 | 529788 |
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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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