Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1515181.8356 | -28499.3162 | -1486682.5194 | 205443.3916 | 3089687.3135 | -2884243.9219 |
Total P&L (%) | -1515.1818 | -28.4993 | -1486.6825 | 205.4434 | 3089.6873 | -2884.2439 |
Avg Daily Profit (%) | -0.819 | -0.0154 | -0.8036 | 0.0604 | 0.1873 | 0 |
Buy And Hold Return (%) | 219.3539 | 219.3539 | 219.3539 | 219.3539 | 219.3539 | 219.3539 |
Max Trade Drawdown | -1587656 | -176985 | -287647 | -8033492 | -2731003 | -3976399 |
Profit Factor | 0.2293 | 0.9037 | 0.1098 | 1.0154 | 1.5088 | 0.6033 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 58 | 28 | 30 | 32 | 17 | 15 |
Losing Trades | 20 | 11 | 9 | 46 | 22 | 24 |
Profitability (%) | 74.359 | 71.7949 | 76.9231 | 41.0256 | 43.5897 | 38.4615 |
Ratio Avg Win / Avg Loss | 0.0791 | 0.355 | 0.0329 | 1.4596 | 1.9526 | 0.9654 |
Largest Winning Trade | 42927 | 42927 | 29377 | 2602534 | 2602534 | 1934458 |
Largest Losing Trade | -1327340 | -74805 | -1327340 | -1897128 | -1213450 | -1897128 |
Avg Bars in Trades | 67 | 71 | 63 | 67 | 71 | 63 |
Avg Bars in Winners | 21 | 26 | 16 | 86 | 114 | 54 |
Avg Bars in Losers | 201 | 186 | 219 | 53 | 38 | 68 |
Bars Traded | 5241 | 2784 | 2457 | 5241 | 2784 | 2457 |
Profit Streak | 100.4324 | 158.4324 | 100.4324 | 100.4324 | 158.4324 | 100.4324 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -614486 | -576520 | -575831 | -522310 | 336235 | -583809 |
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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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