Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2414919.6989 | -88509.6421 | -2326410.0568 | 2928.9354 | 1493356.3561 | -1490427.4207 |
Total P&L (%) | -2414.9197 | -88.5096 | -2326.4101 | 2.9289 | 1493.3564 | -1490.4274 |
Avg Daily Profit (%) | -1.3075 | -0.0479 | -1.2596 | 0.0016 | 0.15 | 0 |
Buy And Hold Return (%) | 157.3514 | 157.3514 | 157.3514 | 157.3514 | 157.3514 | 157.3514 |
Max Trade Drawdown | -340245 | -117517 | -281538 | -959721 | -735299 | -378621 |
Profit Factor | 0.1747 | 0.7495 | 0.0957 | 1.0006 | 1.93 | 0.5576 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 63 | 29 | 34 | 47 | 23 | 24 |
Losing Trades | 24 | 14 | 10 | 40 | 20 | 20 |
Profitability (%) | 72.4138 | 67.4419 | 77.2727 | 54.023 | 53.4884 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.0665 | 0.3618 | 0.0282 | 0.8516 | 1.6783 | 0.4647 |
Largest Winning Trade | 29920 | 29920 | 17217 | 966337 | 966337 | 645176 |
Largest Losing Trade | -2164848 | -75073 | -2164848 | -2164848 | -254699 | -2164848 |
Avg Bars in Trades | 40 | 44 | 37 | 40 | 44 | 37 |
Avg Bars in Winners | 12 | 11 | 13 | 42 | 52 | 32 |
Avg Bars in Losers | 115 | 113 | 119 | 39 | 36 | 42 |
Bars Traded | 3554 | 1918 | 1637 | 3554 | 1918 | 1637 |
Profit Streak | 12.3758 | 12.3758 | 112.3758 | 12.3758 | 12.3758 | 112.3758 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575851 | -577848 | -575757 | -575781 | 446264 | -578704 |
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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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