Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1267685.4616 | 71113.3556 | -1338798.8173 | 400570.698 | -6588136.9264 | 6988707.6245 |
Total P&L (%) | -1267.6855 | 71.1134 | -1338.7988 | 400.5707 | -6588.1369 | 6988.7076 |
Avg Daily Profit (%) | -0.5576 | 0.0313 | -0.5889 | 0.0709 | 0 | 0.1876 |
Buy And Hold Return (%) | 248.9477 | 248.9477 | 248.9477 | 248.9477 | 248.9477 | 248.9477 |
Max Trade Drawdown | -1422887 | -121507 | -1448715 | -8544227 | -6728008 | -2907810 |
Profit Factor | 0.3161 | 1.2723 | 0.1593 | 1.0269 | 0.3921 | 2.7204 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 43 | 19 | 24 | 41 | 15 | 26 |
Losing Trades | 34 | 19 | 15 | 36 | 23 | 13 |
Profitability (%) | 55.8442 | 50 | 61.5385 | 53.2468 | 39.4737 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.25 | 1.2723 | 0.0996 | 0.9017 | 0.6013 | 1.3602 |
Largest Winning Trade | 94555 | 94555 | 29723 | 6131086 | 1882088 | 6131086 |
Largest Losing Trade | -1208703 | -50019 | -1208703 | -4422369 | -4422369 | -1678145 |
Avg Bars in Trades | 82 | 86 | 78 | 82 | 86 | 78 |
Avg Bars in Winners | 46 | 42 | 49 | 57 | 43 | 65 |
Avg Bars in Losers | 127 | 130 | 124 | 110 | 114 | 104 |
Bars Traded | 6348 | 3283 | 3065 | 6348 | 3283 | 3065 |
Profit Streak | 153.1955 | 153.1955 | 153.8622 | 153.1955 | 153.1955 | 153.8622 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -624668 | -316372 | -578297 | -344932 | -584283 | 545624 |
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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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