Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1638279.0979 | -74218.0899 | -1564061.008 | -218155.9585 | -8793543.1731 | 8575387.2145 |
Total P&L (%) | -1638.2791 | -74.2181 | -1564.061 | -218.156 | -8793.5432 | 8575.3872 |
Avg Daily Profit (%) | -0.8749 | -0.0396 | -0.8353 | 0 | 0 | 0.2386 |
Buy And Hold Return (%) | 475.5973 | 475.5973 | 475.5973 | 475.5973 | 475.5973 | 475.5973 |
Max Trade Drawdown | -1817790 | -211828 | -1664622 | -8006753 | -9300988 | -2977342 |
Profit Factor | 0.2358 | 0.7656 | 0.144 | 0.9868 | 0.18 | 2.4732 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 67 | 31 | 36 | 45 | 19 | 26 |
Losing Trades | 22 | 13 | 9 | 44 | 25 | 19 |
Profitability (%) | 75.2809 | 70.4545 | 80 | 50.5618 | 43.1818 | 57.7778 |
Ratio Avg Win / Avg Loss | 0.0774 | 0.321 | 0.036 | 0.9649 | 0.2369 | 1.8073 |
Largest Winning Trade | 30543 | 30543 | 21671 | 9905706 | 1082635 | 9905706 |
Largest Losing Trade | -1064879 | -61655 | -1064879 | -4366449 | -4366449 | -2641408 |
Avg Bars in Trades | 40 | 47 | 34 | 40 | 47 | 34 |
Avg Bars in Winners | 17 | 17 | 16 | 29 | 33 | 26 |
Avg Bars in Losers | 112 | 117 | 105 | 52 | 57 | 45 |
Bars Traded | 3626 | 2074 | 1552 | 3626 | 2074 | 1552 |
Profit Streak | 161.576 | 161.576 | 264.576 | 0 | 0 | 0 |
Trades During Streak | 15 | 7 | 9 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575310 | -576598 | -575337 | -580467 | -583371 | 509599 |
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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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