Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1719243.4496 | -79340.8436 | -1639902.606 | -5773.2767 | -6076078.1172 | 6070304.8404 |
Total P&L (%) | -1719.2435 | -79.3408 | -1639.9026 | -5.7733 | -6076.0781 | 6070.3048 |
Avg Daily Profit (%) | -0.7579 | -0.035 | -0.723 | -0.0026 | 0 | 0.1819 |
Buy And Hold Return (%) | 298.0392 | 298.0392 | 298.0392 | 298.0392 | 298.0392 | 298.0392 |
Max Trade Drawdown | -1802475 | -181180 | -1717757 | -8194145 | -6201793 | -2007811 |
Profit Factor | 0.2397 | 0.7774 | 0.1391 | 0.9995 | 0.1501 | 2.7246 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 43 | 21 | 22 | 43 | 19 | 24 |
Losing Trades | 36 | 18 | 18 | 36 | 20 | 16 |
Profitability (%) | 54.4304 | 53.8462 | 55 | 54.4304 | 48.7179 | 60 |
Ratio Avg Win / Avg Loss | 0.2007 | 0.6663 | 0.1138 | 0.8368 | 0.158 | 1.8164 |
Largest Winning Trade | 45262 | 45262 | 44505 | 7735886 | 358309 | 7735886 |
Largest Losing Trade | -1186946 | -64100 | -1186946 | -3690144 | -3690144 | -1020513 |
Avg Bars in Trades | 81 | 90 | 72 | 81 | 90 | 72 |
Avg Bars in Winners | 38 | 42 | 34 | 46 | 48 | 44 |
Avg Bars in Losers | 133 | 146 | 120 | 123 | 130 | 115 |
Bars Traded | 6445 | 3533 | 2912 | 6445 | 3533 | 2912 |
Profit Streak | 87.6142 | 87.6142 | 291.2809 | 87.6142 | 87.6142 | 291.2809 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -610118 | -579700 | -578732 | -610118 | -580697 | 567920 |
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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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