Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1782355.3289 | -94877.7644 | -1687477.5645 | 122460.0342 | -3862354.1572 | 3984814.1914 |
Total P&L (%) | -1782.3553 | -94.8778 | -1687.4776 | 122.46 | -3862.3542 | 3984.8142 |
Avg Daily Profit (%) | -0.7889 | -0.042 | -0.7469 | 0.0354 | 0 | 0.1643 |
Buy And Hold Return (%) | 314.9404 | 314.9404 | 314.9404 | 314.9404 | 314.9404 | 314.9404 |
Max Trade Drawdown | -1836606 | -140797 | -1763473 | -5854788 | -4279399 | -1634539 |
Profit Factor | 0.2256 | 0.7322 | 0.1334 | 1.0141 | 0.3047 | 2.2791 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 64 | 29 | 35 | 58 | 26 | 32 |
Losing Trades | 33 | 19 | 14 | 39 | 22 | 17 |
Profitability (%) | 65.9794 | 60.4167 | 71.4286 | 59.7938 | 54.1667 | 65.3061 |
Ratio Avg Win / Avg Loss | 0.1163 | 0.4797 | 0.0534 | 0.6819 | 0.2578 | 1.2108 |
Largest Winning Trade | 31975 | 31975 | 19592 | 5830470 | 651332 | 5830470 |
Largest Losing Trade | -1232826 | -58310 | -1232826 | -2603473 | -2603473 | -751419 |
Avg Bars in Trades | 88 | 101 | 75 | 88 | 101 | 75 |
Avg Bars in Winners | 33 | 37 | 30 | 40 | 42 | 38 |
Avg Bars in Losers | 194 | 199 | 187 | 160 | 171 | 145 |
Bars Traded | 8573 | 4872 | 3700 | 8573 | 4872 | 3700 |
Profit Streak | 78.8448 | 78.8448 | 282.3448 | 78.8448 | 78.8448 | 282.3448 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576707 | -578375 | -576468 | -515052 | -579185 | 521172 |
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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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