Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1194200.5668 | -23224.4847 | -1170976.0821 | -15013.5718 | -3964932.808 | 3949919.2362 |
Total P&L (%) | -1194.2006 | -23.2245 | -1170.9761 | -15.0136 | -3964.9328 | 3949.9192 |
Avg Daily Profit (%) | -0.6367 | -0.0124 | -0.6243 | -0.0087 | 0 | 0.1975 |
Buy And Hold Return (%) | 569.7683 | 569.7683 | 569.7683 | 569.7683 | 569.7683 | 569.7683 |
Max Trade Drawdown | -1323540 | -180719 | -1244896 | -3757926 | -4077263 | -963545 |
Profit Factor | 0.302 | 0.9196 | 0.1766 | 0.9979 | 0.139 | 2.5738 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 43 | 19 | 24 | 41 | 17 | 24 |
Losing Trades | 36 | 20 | 16 | 38 | 22 | 16 |
Profitability (%) | 54.4304 | 48.7179 | 60 | 51.8987 | 43.5897 | 60 |
Ratio Avg Win / Avg Loss | 0.2529 | 0.968 | 0.1177 | 0.9249 | 0.1799 | 1.7158 |
Largest Winning Trade | 56886 | 56886 | 24768 | 4306544 | 146226 | 4306544 |
Largest Losing Trade | -634742 | -58326 | -634742 | -1700024 | -1700024 | -738529 |
Avg Bars in Trades | 67 | 85 | 49 | 67 | 85 | 49 |
Avg Bars in Winners | 37 | 56 | 22 | 44 | 48 | 42 |
Avg Bars in Losers | 103 | 113 | 91 | 91 | 113 | 61 |
Bars Traded | 5325 | 3329 | 1996 | 5325 | 3329 | 1996 |
Profit Streak | 34.809 | 38.1423 | 34.809 | 34.809 | 38.1423 | 34.809 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -610488 | -580710 | -578911 | -610817 | -582704 | 530845 |
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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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