Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1207880.3529 | -47268.6146 | -1160611.7383 | -875969.3353 | -7865135.3087 | 6989165.9734 |
Total P&L (%) | -1207.8804 | -47.2686 | -1160.6117 | -875.9693 | -7865.1353 | 6989.166 |
Avg Daily Profit (%) | -0.6657 | -0.026 | -0.6396 | 0 | 0 | 0.2351 |
Buy And Hold Return (%) | 591.9573 | 591.9573 | 591.9573 | 591.9573 | 591.9573 | 591.9573 |
Max Trade Drawdown | -1317035 | -199932 | -1216749 | -23075429 | -17426843 | -6375900 |
Profit Factor | 0.3081 | 0.8465 | 0.1927 | 0.9724 | 0.6037 | 1.5883 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 67 | 32 | 35 | 50 | 24 | 26 |
Losing Trades | 28 | 16 | 12 | 45 | 24 | 21 |
Profitability (%) | 70.5263 | 66.6667 | 74.4681 | 52.6316 | 50 | 55.3191 |
Ratio Avg Win / Avg Loss | 0.1287 | 0.4233 | 0.0661 | 0.8752 | 0.6037 | 1.2828 |
Largest Winning Trade | 44755 | 44755 | 19243 | 7924079 | 2864082 | 7924079 |
Largest Losing Trade | -597597 | -73098 | -597597 | -14538684 | -14538684 | -4435764 |
Avg Bars in Trades | 223 | 234 | 212 | 223 | 234 | 212 |
Avg Bars in Winners | 75 | 71 | 79 | 218 | 224 | 212 |
Avg Bars in Losers | 578 | 560 | 602 | 229 | 244 | 213 |
Bars Traded | 21255 | 11247 | 10008 | 21255 | 11247 | 10008 |
Profit Streak | 23.6292 | 62.3792 | 23.6292 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576038 | -577139 | -576491 | -580183 | -580689 | 394339 |
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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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