Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1438990.4516 | -74058.7796 | -1364931.672 | 108017.5394 | -7743394.4575 | 7851411.9969 |
Total P&L (%) | -1438.9905 | -74.0588 | -1364.9317 | 108.0175 | -7743.3945 | 7851.412 |
Avg Daily Profit (%) | -0.7648 | -0.0394 | -0.7254 | 0.0389 | 0 | 0.2328 |
Buy And Hold Return (%) | 280.8078 | 280.8078 | 280.8078 | 280.8078 | 280.8078 | 280.8078 |
Max Trade Drawdown | -1552794 | -186489 | -1422747 | -8449582 | -8134956 | -2847677 |
Profit Factor | 0.2231 | 0.7439 | 0.1267 | 1.007 | 0.2681 | 2.5921 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 63 | 29 | 34 | 59 | 27 | 32 |
Losing Trades | 20 | 12 | 8 | 24 | 14 | 10 |
Profitability (%) | 75.9036 | 70.7317 | 80.9524 | 71.0843 | 65.8537 | 76.1905 |
Ratio Avg Win / Avg Loss | 0.0708 | 0.3078 | 0.0298 | 0.4096 | 0.139 | 0.81 |
Largest Winning Trade | 25057 | 20553 | 25057 | 8681160 | 823520 | 8681160 |
Largest Losing Trade | -1140843 | -62408 | -1140843 | -5352529 | -5352529 | -2074052 |
Avg Bars in Trades | 42 | 51 | 34 | 42 | 51 | 34 |
Avg Bars in Winners | 16 | 15 | 16 | 18 | 18 | 18 |
Avg Bars in Losers | 127 | 138 | 111 | 103 | 114 | 88 |
Bars Traded | 3561 | 2097 | 1465 | 3561 | 2097 | 1465 |
Profit Streak | 163.7763 | 163.7763 | 273.2763 | 163.7763 | 163.7763 | 273.2763 |
Trades During Streak | 11 | 5 | 8 | 11 | 5 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576840 | -576643 | -575292 | -517889 | -577275 | 553758 |
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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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