Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1850899.4289 | -184222.8055 | -1666676.6234 | -114368.6513 | -1779301.6309 | 1664932.9796 |
Total P&L (%) | -1850.8994 | -184.2228 | -1666.6766 | -114.3687 | -1779.3016 | 1664.933 |
Avg Daily Profit (%) | -0.9823 | -0.0978 | -0.8845 | 0 | 0 | 0.1525 |
Buy And Hold Return (%) | 346.876 | 346.876 | 346.876 | 346.876 | 346.876 | 346.876 |
Max Trade Drawdown | -1961277 | -278891 | -1717153 | -2574976 | -2091538 | -2032525 |
Profit Factor | 0.1678 | 0.4667 | 0.1129 | 0.9786 | 0.3668 | 1.6554 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 52 | 21 | 31 | 44 | 18 | 26 |
Losing Trades | 27 | 18 | 9 | 35 | 21 | 14 |
Profitability (%) | 65.8228 | 53.8462 | 77.5 | 55.6962 | 46.1538 | 65 |
Ratio Avg Win / Avg Loss | 0.0871 | 0.4 | 0.0328 | 0.7785 | 0.4279 | 0.8914 |
Largest Winning Trade | 34767 | 34767 | 21119 | 2093226 | 775041 | 2093226 |
Largest Losing Trade | -895724 | -58198 | -895724 | -1756291 | -978007 | -1756291 |
Avg Bars in Trades | 67 | 84 | 51 | 67 | 84 | 51 |
Avg Bars in Winners | 22 | 27 | 18 | 47 | 67 | 34 |
Avg Bars in Losers | 154 | 150 | 163 | 91 | 98 | 81 |
Bars Traded | 5325 | 3285 | 2040 | 5325 | 3285 | 2040 |
Profit Streak | 92.7887 | 92.7887 | 134.7887 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -608283 | -579299 | -575833 | -611317 | -582253 | 304209 |
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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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