Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1094857.6149 | 26547.6959 | -1121405.3108 | -392961.6518 | -4411377.9954 | 4018416.3436 |
Total P&L (%) | -1094.8576 | 26.5477 | -1121.4053 | -392.9617 | -4411.378 | 4018.4163 |
Avg Daily Profit (%) | -0.601 | 0.0146 | -0.6156 | 0 | 0 | 0.2043 |
Buy And Hold Return (%) | 662.7919 | 662.7919 | 662.7919 | 662.7919 | 662.7919 | 662.7919 |
Max Trade Drawdown | -1211021 | -153237 | -1169286 | -9094516 | -6995477 | -2593048 |
Profit Factor | 0.3664 | 1.0943 | 0.2247 | 0.9764 | 0.5017 | 1.5144 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 51 | 25 | 26 | 46 | 21 | 25 |
Losing Trades | 33 | 17 | 16 | 38 | 21 | 17 |
Profitability (%) | 60.7143 | 59.5238 | 61.9048 | 54.7619 | 50 | 59.5238 |
Ratio Avg Win / Avg Loss | 0.2371 | 0.7441 | 0.1383 | 0.8066 | 0.5017 | 1.0298 |
Largest Winning Trade | 62845 | 36963 | 62845 | 7518521 | 1777056 | 7518521 |
Largest Losing Trade | -650056 | -79742 | -650056 | -6642314 | -6642314 | -2593048 |
Avg Bars in Trades | 127 | 119 | 135 | 127 | 119 | 135 |
Avg Bars in Winners | 83 | 78 | 88 | 128 | 130 | 126 |
Avg Bars in Losers | 195 | 179 | 211 | 126 | 108 | 148 |
Bars Traded | 10701 | 5022 | 5679 | 10701 | 5022 | 5679 |
Profit Streak | 9.7766 | 71.7766 | 0 | 0 | 0 | 103.7766 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578222 | -455352 | -579191 | -579936 | -580734 | 398864 |
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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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