Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1843546.4312 | -107965.4944 | -1735580.9368 | -28171.6607 | -2665286.532 | 2637114.8713 |
Total P&L (%) | -1843.5464 | -107.9655 | -1735.5809 | -28.1717 | -2665.2865 | 2637.1149 |
Avg Daily Profit (%) | -0.8146 | -0.0477 | -0.7669 | -0.0146 | 0 | 0.1463 |
Buy And Hold Return (%) | 144.0208 | 144.0208 | 144.0208 | 144.0208 | 144.0208 | 144.0208 |
Max Trade Drawdown | -1873807 | -134299 | -1812466 | -4007455 | -3404947 | -901023 |
Profit Factor | 0.2536 | 0.7438 | 0.1527 | 0.9958 | 0.4077 | 2.1699 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 58 | 26 | 32 | 52 | 23 | 29 |
Losing Trades | 30 | 18 | 12 | 36 | 21 | 15 |
Profitability (%) | 65.9091 | 59.0909 | 72.7273 | 59.0909 | 52.2727 | 65.9091 |
Ratio Avg Win / Avg Loss | 0.1312 | 0.515 | 0.0573 | 0.6894 | 0.3723 | 1.1224 |
Largest Winning Trade | 33026 | 33026 | 18355 | 2919866 | 887110 | 2919866 |
Largest Losing Trade | -1248851 | -59474 | -1248851 | -1783265 | -1783265 | -768552 |
Avg Bars in Trades | 101 | 115 | 87 | 101 | 115 | 87 |
Avg Bars in Winners | 43 | 41 | 45 | 50 | 44 | 54 |
Avg Bars in Losers | 213 | 222 | 199 | 175 | 193 | 150 |
Bars Traded | 8933 | 5084 | 3849 | 8933 | 5084 | 3849 |
Profit Streak | 19.6287 | 19.6287 | 287.8787 | 19.6287 | 19.6287 | 287.8787 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576732 | -578984 | -576338 | -577893 | -579867 | 334612 |
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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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