Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1202572.3159 | -46618.1092 | -1155954.2067 | -468278.9552 | -5351817.5531 | 4883538.5979 |
Total P&L (%) | -1202.5723 | -46.6181 | -1155.9542 | -468.279 | -5351.8176 | 4883.5386 |
Avg Daily Profit (%) | -0.6609 | -0.0256 | -0.6353 | 0 | 0 | 0.2151 |
Buy And Hold Return (%) | 677.9758 | 677.9758 | 677.9758 | 677.9758 | 677.9758 | 677.9758 |
Max Trade Drawdown | -1268615 | -210415 | -1189831 | -16050406 | -12561504 | -3732304 |
Profit Factor | 0.3333 | 0.8677 | 0.2036 | 0.9803 | 0.6483 | 1.5712 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 134 | 66 | 68 | 85 | 40 | 45 |
Losing Trades | 36 | 19 | 17 | 85 | 45 | 40 |
Profitability (%) | 78.8235 | 77.6471 | 80 | 50 | 47.0588 | 52.9412 |
Ratio Avg Win / Avg Loss | 0.0895 | 0.2498 | 0.0509 | 0.9803 | 0.7294 | 1.3966 |
Largest Winning Trade | 32268 | 32268 | 14308 | 5213225 | 1638644 | 5213225 |
Largest Losing Trade | -595673 | -74740 | -595673 | -10716383 | -10716383 | -2416370 |
Avg Bars in Trades | 41 | 45 | 37 | 41 | 45 | 37 |
Avg Bars in Winners | 11 | 9 | 14 | 41 | 43 | 39 |
Avg Bars in Losers | 149 | 168 | 129 | 41 | 46 | 34 |
Bars Traded | 6987 | 3833 | 3154 | 6987 | 3833 | 3154 |
Profit Streak | 27.4981 | 67.9981 | 27.4981 | 0 | 0 | 0 |
Trades During Streak | 11 | 6 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574436 | -575703 | -575399 | -579887 | -582248 | 358639 |
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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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