Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1244694.9146 | -15632.4168 | -1229062.4978 | -1736223.4599 | -5553851.9264 | 3817628.4664 |
Total P&L (%) | -1244.6949 | -15.6324 | -1229.0625 | -1736.2235 | -5553.8519 | 3817.6285 |
Avg Daily Profit (%) | -0.6864 | -0.0086 | -0.6778 | 0 | 0 | 0.2025 |
Buy And Hold Return (%) | 538.8594 | 538.8594 | 538.8594 | 538.8594 | 538.8594 | 538.8594 |
Max Trade Drawdown | -1362668 | -159474 | -1290183 | -12542455 | -9046651 | -4585807 |
Profit Factor | 0.324 | 0.9474 | 0.204 | 0.9267 | 0.5576 | 1.3433 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 55 | 26 | 29 | 38 | 19 | 19 |
Losing Trades | 28 | 16 | 12 | 45 | 23 | 22 |
Profitability (%) | 66.2651 | 61.9048 | 70.7317 | 45.7831 | 45.2381 | 46.3415 |
Ratio Avg Win / Avg Loss | 0.1649 | 0.583 | 0.0844 | 1.0974 | 0.675 | 1.5554 |
Largest Winning Trade | 36603 | 30327 | 36603 | 8626788 | 1428551 | 8626788 |
Largest Losing Trade | -625826 | -72974 | -625826 | -7467173 | -7467173 | -3449174 |
Avg Bars in Trades | 126 | 110 | 142 | 126 | 110 | 142 |
Avg Bars in Winners | 66 | 46 | 84 | 120 | 110 | 131 |
Avg Bars in Losers | 243 | 214 | 282 | 130 | 110 | 151 |
Bars Traded | 10463 | 4628 | 5835 | 10463 | 4628 | 5835 |
Profit Streak | 36.8791 | 67.3791 | 0 | 0 | 0 | 101.3791 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579125 | -578632 | -578054 | -582028 | -582586 | 312907 |
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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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