Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1855273.2578 | -112482.593 | -1742790.6648 | 22074.4716 | -5710116.1022 | 5732190.5737 |
Total P&L (%) | -1855.2733 | -112.4826 | -1742.7907 | 22.0745 | -5710.1161 | 5732.1906 |
Avg Daily Profit (%) | -0.8228 | -0.0499 | -0.7729 | 0.0088 | 0 | 0.1805 |
Buy And Hold Return (%) | 340.566 | 340.566 | 340.566 | 340.566 | 340.566 | 340.566 |
Max Trade Drawdown | -1902985 | -186716 | -1786851 | -7654312 | -6752875 | -1865200 |
Profit Factor | 0.2074 | 0.6791 | 0.1243 | 1.0017 | 0.3344 | 2.3562 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 49 | 23 | 26 | 47 | 21 | 26 |
Losing Trades | 28 | 15 | 13 | 30 | 17 | 13 |
Profitability (%) | 63.6364 | 60.5263 | 66.6667 | 61.039 | 55.2632 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.1185 | 0.4429 | 0.0622 | 0.6394 | 0.2707 | 1.1781 |
Largest Winning Trade | 31062 | 31062 | 19773 | 6495991 | 1198163 | 6495991 |
Largest Losing Trade | -1310388 | -54937 | -1310388 | -3333771 | -3333771 | -1289294 |
Avg Bars in Trades | 167 | 186 | 149 | 167 | 186 | 149 |
Avg Bars in Winners | 70 | 73 | 68 | 83 | 80 | 85 |
Avg Bars in Losers | 336 | 359 | 309 | 298 | 316 | 275 |
Bars Traded | 12888 | 7077 | 5811 | 12888 | 7077 | 5811 |
Profit Streak | 77.0815 | 77.0815 | 280.7482 | 77.0815 | 77.0815 | 280.7482 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -623543 | -578436 | -577204 | -610189 | -579118 | 533565 |
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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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