Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1693820.4548 | -98179.4762 | -1595640.9786 | -5621.4492 | -7300936.4884 | 7295315.0393 |
Total P&L (%) | -1693.8205 | -98.1795 | -1595.641 | -5.6214 | -7300.9365 | 7295.315 |
Avg Daily Profit (%) | -0.7511 | -0.0435 | -0.7075 | -0.0026 | 0 | 0.191 |
Buy And Hold Return (%) | 272.6064 | 272.6064 | 272.6064 | 272.6064 | 272.6064 | 272.6064 |
Max Trade Drawdown | -1754338 | -210973 | -1647756 | -13518426 | -10459108 | -3064064 |
Profit Factor | 0.2478 | 0.734 | 0.1525 | 0.9997 | 0.4001 | 2.1064 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 51 | 23 | 28 | 45 | 19 | 26 |
Losing Trades | 32 | 18 | 14 | 38 | 22 | 16 |
Profitability (%) | 61.4458 | 56.0976 | 66.6667 | 54.2169 | 46.3415 | 61.9048 |
Ratio Avg Win / Avg Loss | 0.1555 | 0.5745 | 0.0762 | 0.8442 | 0.4633 | 1.2962 |
Largest Winning Trade | 40286 | 40286 | 19752 | 9667318 | 3546222 | 9667318 |
Largest Losing Trade | -1117754 | -50768 | -1117754 | -6164370 | -6164370 | -1469781 |
Avg Bars in Trades | 103 | 114 | 92 | 103 | 114 | 92 |
Avg Bars in Winners | 40 | 41 | 39 | 50 | 47 | 53 |
Avg Bars in Losers | 204 | 208 | 199 | 166 | 172 | 157 |
Bars Traded | 8594 | 4701 | 3893 | 8594 | 4701 | 3893 |
Profit Streak | 77.9343 | 77.9343 | 281.6843 | 77.9343 | 77.9343 | 281.6843 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578829 | -578987 | -577159 | -580043 | -581201 | 498820 |
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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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