Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1201992.4099 | 53381.4473 | -1255373.8572 | -671751.1292 | -7441296.5938 | 6769545.4646 |
Total P&L (%) | -1201.9924 | 53.3814 | -1255.3739 | -671.7511 | -7441.2966 | 6769.5455 |
Avg Daily Profit (%) | -0.6606 | 0.0293 | -0.6899 | 0 | 0 | 0.2327 |
Buy And Hold Return (%) | 681.046 | 681.046 | 681.046 | 681.046 | 681.046 | 681.046 |
Max Trade Drawdown | -1286134 | -160708 | -1259362 | -18881046 | -13863996 | -5949972 |
Profit Factor | 0.3915 | 1.1368 | 0.2081 | 0.9829 | 0.6576 | 1.3878 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 43 | 21 | 22 | 42 | 22 | 20 |
Losing Trades | 44 | 23 | 21 | 45 | 22 | 23 |
Profitability (%) | 49.4253 | 47.7273 | 51.1628 | 48.2759 | 50 | 46.5116 |
Ratio Avg Win / Avg Loss | 0.4006 | 1.2451 | 0.1986 | 1.0531 | 0.6576 | 1.596 |
Largest Winning Trade | 68498 | 68498 | 48469 | 15932880 | 3323270 | 15932880 |
Largest Losing Trade | -781803 | -77950 | -781803 | -12595129 | -12595129 | -5139056 |
Avg Bars in Trades | 248 | 267 | 228 | 248 | 267 | 228 |
Avg Bars in Winners | 172 | 184 | 160 | 245 | 244 | 245 |
Avg Bars in Losers | 322 | 343 | 299 | 250 | 290 | 213 |
Bars Traded | 21593 | 11775 | 9818 | 21593 | 11775 | 9818 |
Profit Streak | 7.2107 | 30.6274 | 0 | 0 | 0 | 103.2107 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580087 | -389314 | -580576 | -579549 | -580719 | 363551 |
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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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