Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1591847.1185 | -56628.0223 | -1535219.0961 | -55748.8602 | -8867143.7448 | 8811394.8847 |
Total P&L (%) | -1591.8471 | -56.628 | -1535.2191 | -55.7489 | -8867.1437 | 8811.3949 |
Avg Daily Profit (%) | -0.8524 | -0.0303 | -0.8221 | -0.0436 | 0 | 0.2407 |
Buy And Hold Return (%) | 604.3727 | 604.3727 | 604.3727 | 604.3727 | 604.3727 | 604.3727 |
Max Trade Drawdown | -1788269 | -203995 | -1638997 | -8984667 | -9510706 | -2827619 |
Profit Factor | 0.236 | 0.8165 | 0.1351 | 0.9967 | 0.2492 | 2.7475 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 74 | 35 | 39 | 64 | 29 | 35 |
Losing Trades | 19 | 11 | 8 | 29 | 17 | 12 |
Profitability (%) | 79.5699 | 76.087 | 82.9787 | 68.8172 | 63.0435 | 74.4681 |
Ratio Avg Win / Avg Loss | 0.0606 | 0.2566 | 0.0277 | 0.4516 | 0.1461 | 0.942 |
Largest Winning Trade | 23514 | 23514 | 16175 | 9534737 | 827484 | 9534737 |
Largest Losing Trade | -1025189 | -65109 | -1025189 | -5155278 | -5155278 | -2641382 |
Avg Bars in Trades | 38 | 45 | 30 | 38 | 45 | 30 |
Avg Bars in Winners | 13 | 13 | 14 | 20 | 18 | 23 |
Avg Bars in Losers | 133 | 149 | 111 | 76 | 92 | 53 |
Bars Traded | 3552 | 2103 | 1449 | 3552 | 2103 | 1449 |
Profit Streak | 156.6657 | 156.6657 | 256.6657 | 156.6657 | 156.6657 | 256.6657 |
Trades During Streak | 17 | 8 | 10 | 17 | 8 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574707 | -575822 | -575007 | -576101 | -577512 | 562123 |
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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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