Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1181984.0155 | 25870.2366 | -1207854.2522 | -2108348.4446 | -6779072.9591 | 4670724.5146 |
Total P&L (%) | -1181.984 | 25.8702 | -1207.8543 | -2108.3484 | -6779.073 | 4670.7245 |
Avg Daily Profit (%) | -0.6493 | 0.0142 | -0.6635 | 0 | 0 | 0.2125 |
Buy And Hold Return (%) | 617.7379 | 617.7379 | 617.7379 | 617.7379 | 617.7379 | 617.7379 |
Max Trade Drawdown | -1289401 | -123627 | -1267870 | -15885352 | -8386270 | -8773642 |
Profit Factor | 0.3673 | 1.0981 | 0.2472 | 0.9368 | 0.5103 | 1.2391 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 54 | 26 | 28 | 45 | 22 | 23 |
Losing Trades | 35 | 19 | 16 | 44 | 23 | 21 |
Profitability (%) | 60.6742 | 57.7778 | 63.6364 | 50.5618 | 48.8889 | 52.2727 |
Ratio Avg Win / Avg Loss | 0.2381 | 0.8024 | 0.1413 | 0.916 | 0.5335 | 1.1313 |
Largest Winning Trade | 48322 | 29177 | 48322 | 15517381 | 1227635 | 15517381 |
Largest Losing Trade | -732721 | -72371 | -732721 | -6904963 | -6904963 | -5736531 |
Avg Bars in Trades | 78 | 57 | 99 | 78 | 57 | 99 |
Avg Bars in Winners | 44 | 27 | 60 | 73 | 49 | 96 |
Avg Bars in Losers | 130 | 98 | 167 | 83 | 65 | 102 |
Bars Traded | 6957 | 2589 | 4368 | 6957 | 2589 | 4368 |
Profit Streak | 40.8524 | 75.3524 | 0 | 0 | 0 | 92.3524 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578607 | -452319 | -578951 | -580467 | -581144 | 315664 |
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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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