Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1523906.2501 | -103003.2031 | -1420903.047 | -366941.1621 | -4777575.9344 | 4410634.7723 |
Total P&L (%) | -1523.9063 | -103.0032 | -1420.903 | -366.9412 | -4777.5759 | 4410.6348 |
Avg Daily Profit (%) | -0.8382 | -0.0567 | -0.7816 | 0 | 0 | 0.2097 |
Buy And Hold Return (%) | 613.5707 | 613.5707 | 613.5707 | 613.5707 | 613.5707 | 613.5707 |
Max Trade Drawdown | -1598474 | -227231 | -1454562 | -13391084 | -9887913 | -4039508 |
Profit Factor | 0.2573 | 0.7206 | 0.1559 | 0.9824 | 0.6216 | 1.5347 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 57 | 26 | 31 | 48 | 21 | 27 |
Losing Trades | 28 | 17 | 11 | 37 | 22 | 15 |
Profitability (%) | 67.0588 | 60.4651 | 73.8095 | 56.4706 | 48.8372 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.1264 | 0.4711 | 0.0553 | 0.7573 | 0.6512 | 0.8526 |
Largest Winning Trade | 47527 | 47527 | 29888 | 5823790 | 1166129 | 5823790 |
Largest Losing Trade | -718342 | -68425 | -718342 | -7758270 | -7758270 | -2304386 |
Avg Bars in Trades | 125 | 123 | 127 | 125 | 123 | 127 |
Avg Bars in Winners | 52 | 56 | 49 | 112 | 108 | 116 |
Avg Bars in Losers | 273 | 226 | 346 | 141 | 137 | 147 |
Bars Traded | 10662 | 5318 | 5344 | 10662 | 5318 | 5344 |
Profit Streak | 25.448 | 65.6147 | 25.448 | 0 | 0 | 0 |
Trades During Streak | 7 | 4 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576440 | -577932 | -576183 | -579712 | -581179 | 355226 |
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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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