Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1716603.0265 | -81168.326 | -1635434.7005 | 106216.7466 | -3214636.2318 | 3320852.9784 |
Total P&L (%) | -1716.603 | -81.1683 | -1635.4347 | 106.2167 | -3214.6362 | 3320.853 |
Avg Daily Profit (%) | -0.7582 | -0.0359 | -0.7224 | 0.032 | 0 | 0.1562 |
Buy And Hold Return (%) | 217.226 | 217.226 | 217.226 | 217.226 | 217.226 | 217.226 |
Max Trade Drawdown | -1779713 | -135122 | -1700279 | -4443140 | -3853213 | -828264 |
Profit Factor | 0.2359 | 0.7683 | 0.1376 | 1.0131 | 0.4073 | 2.2402 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 52 | 23 | 29 | 48 | 21 | 27 |
Losing Trades | 29 | 17 | 12 | 33 | 19 | 14 |
Profitability (%) | 64.1975 | 57.5 | 70.7317 | 59.2593 | 52.5 | 65.8537 |
Ratio Avg Win / Avg Loss | 0.1316 | 0.5679 | 0.0569 | 0.6965 | 0.3685 | 1.1616 |
Largest Winning Trade | 32265 | 32265 | 17767 | 3710252 | 774191 | 3710252 |
Largest Losing Trade | -1197149 | -59393 | -1197149 | -1806532 | -1806532 | -592168 |
Avg Bars in Trades | 105 | 120 | 91 | 105 | 120 | 91 |
Avg Bars in Winners | 36 | 33 | 38 | 43 | 38 | 47 |
Avg Bars in Losers | 230 | 238 | 219 | 197 | 212 | 177 |
Bars Traded | 8583 | 4829 | 3754 | 8583 | 4829 | 3754 |
Profit Streak | 83.9512 | 83.9512 | 287.7012 | 83.9512 | 83.9512 | 287.7012 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -593392 | -578412 | -576641 | -536979 | -579060 | 515500 |
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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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