Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1303501.7346 | 50154.0728 | -1353655.8074 | 3343883.4829 | -17058308.4076 | 20402191.8904 |
Total P&L (%) | -1303.5017 | 50.1541 | -1353.6558 | 3343.8835 | -17058.3084 | 20402.1919 |
Avg Daily Profit (%) | -0.5779 | 0.0222 | -0.6002 | 0.157 | 0 | 0.2363 |
Buy And Hold Return (%) | 482.7787 | 482.7787 | 482.7787 | 482.7787 | 482.7787 | 482.7787 |
Max Trade Drawdown | -1502497 | -130143 | -1474279 | -24018325 | -21309360 | -4749396 |
Profit Factor | 0.2962 | 1.1929 | 0.1498 | 1.0845 | 0.4463 | 3.3241 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 70 | 35 | 35 | 58 | 28 | 30 |
Losing Trades | 19 | 9 | 10 | 31 | 16 | 15 |
Profitability (%) | 78.6517 | 79.5455 | 77.7778 | 65.1685 | 63.6364 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.0804 | 0.3068 | 0.0428 | 0.5796 | 0.255 | 1.6621 |
Largest Winning Trade | 36263 | 36263 | 29057 | 18017460 | 2365874 | 18017460 |
Largest Losing Trade | -1081665 | -57277 | -1081665 | -13100490 | -13100490 | -2247487 |
Avg Bars in Trades | 46 | 52 | 39 | 46 | 52 | 39 |
Avg Bars in Winners | 17 | 17 | 17 | 20 | 16 | 24 |
Avg Bars in Losers | 152 | 189 | 118 | 93 | 115 | 70 |
Bars Traded | 4097 | 2302 | 1794 | 4097 | 2302 | 1794 |
Profit Streak | 76.4765 | 76.4765 | 280.9765 | 76.4765 | 76.4765 | 280.9765 |
Trades During Streak | 7 | 3 | 11 | 7 | 3 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574984 | -333640 | -575593 | -117611 | -577580 | 664125 |
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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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