Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1335667.4656 | 190652.6792 | -1526320.1448 | -89013.2557 | -5118356.8719 | 5029343.6162 |
Total P&L (%) | -1335.6675 | 190.6527 | -1526.3201 | -89.0133 | -5118.3569 | 5029.3436 |
Avg Daily Profit (%) | -0.6804 | 0.0971 | -0.7775 | -0.1124 | 0 | 0.2008 |
Buy And Hold Return (%) | 1496.1296 | 1496.1296 | 1496.1296 | 1496.1296 | 1496.1296 | 1496.1296 |
Max Trade Drawdown | -1647107 | -98193 | -1665471 | -12569381 | -6156729 | -7935994 |
Profit Factor | 0.3819 | 1.7242 | 0.1957 | 0.9941 | 0.2013 | 1.5851 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 52 | 26 | 26 | 54 | 26 | 28 |
Losing Trades | 34 | 17 | 17 | 32 | 17 | 15 |
Profitability (%) | 60.4651 | 60.4651 | 60.4651 | 62.7907 | 60.4651 | 65.1163 |
Ratio Avg Win / Avg Loss | 0.2497 | 1.1273 | 0.128 | 0.5891 | 0.1316 | 0.8492 |
Largest Winning Trade | 100261 | 100261 | 59990 | 12287639 | 597589 | 12287639 |
Largest Losing Trade | -1427004 | -64276 | -1427004 | -7886794 | -6016182 | -7886794 |
Avg Bars in Trades | 133 | 136 | 130 | 133 | 136 | 130 |
Avg Bars in Winners | 85 | 94 | 77 | 87 | 95 | 79 |
Avg Bars in Losers | 206 | 201 | 211 | 211 | 199 | 225 |
Bars Traded | 11484 | 5871 | 5613 | 11484 | 5871 | 5613 |
Profit Streak | 433.3774 | 433.3774 | 554.2107 | 433.3774 | 433.3774 | 554.2107 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577575 | -224937 | -578019 | -577273 | -578785 | 315936 |
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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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