Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1718623.7907 | -60375.1698 | -1658248.6209 | 93374.8062 | -3586985.3538 | 3680360.16 |
Total P&L (%) | -1718.6238 | -60.3752 | -1658.2486 | 93.3748 | -3586.9854 | 3680.3602 |
Avg Daily Profit (%) | -0.7586 | -0.0267 | -0.732 | 0.0291 | 0 | 0.1605 |
Buy And Hold Return (%) | 181.7635 | 181.7635 | 181.7635 | 181.7635 | 181.7635 | 181.7635 |
Max Trade Drawdown | -1799305 | -131896 | -1726907 | -5347237 | -4471419 | -1315956 |
Profit Factor | 0.2528 | 0.824 | 0.1528 | 1.0093 | 0.4423 | 2.0056 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 52 | 24 | 28 | 46 | 20 | 26 |
Losing Trades | 29 | 16 | 13 | 35 | 20 | 15 |
Profitability (%) | 64.1975 | 60 | 68.2927 | 56.7901 | 50 | 63.4146 |
Ratio Avg Win / Avg Loss | 0.141 | 0.5493 | 0.0709 | 0.7679 | 0.4423 | 1.1571 |
Largest Winning Trade | 29014 | 29014 | 18997 | 3852843 | 1029016 | 3852843 |
Largest Losing Trade | -1257830 | -58800 | -1257830 | -2250817 | -2250817 | -985858 |
Avg Bars in Trades | 159 | 179 | 138 | 159 | 179 | 138 |
Avg Bars in Winners | 63 | 64 | 62 | 66 | 54 | 76 |
Avg Bars in Losers | 330 | 353 | 302 | 280 | 305 | 247 |
Bars Traded | 12882 | 7190 | 5692 | 12882 | 7190 | 5692 |
Profit Streak | 85.889 | 85.889 | 289.7223 | 85.889 | 85.889 | 289.7223 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -593396 | -578089 | -576936 | -545639 | -579386 | 489911 |
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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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