Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1120388.1177 | -24296.0243 | -1096092.0934 | -688662.8975 | -6029972.1399 | 5341309.2424 |
Total P&L (%) | -1120.3881 | -24.296 | -1096.0921 | -688.6629 | -6029.9721 | 5341.3092 |
Avg Daily Profit (%) | -0.6167 | -0.0134 | -0.6034 | 0 | 0 | 0.2202 |
Buy And Hold Return (%) | 739.8535 | 739.8535 | 739.8535 | 739.8535 | 739.8535 | 739.8535 |
Max Trade Drawdown | -1190641 | -203430 | -1131182 | -17316536 | -13672965 | -3643570 |
Profit Factor | 0.3307 | 0.9195 | 0.2012 | 0.9734 | 0.6275 | 1.5515 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 59 | 28 | 31 | 44 | 22 | 22 |
Losing Trades | 27 | 15 | 12 | 42 | 21 | 21 |
Profitability (%) | 68.6047 | 65.1163 | 72.093 | 51.1628 | 51.1628 | 51.1628 |
Ratio Avg Win / Avg Loss | 0.1513 | 0.4926 | 0.0779 | 0.9291 | 0.599 | 1.481 |
Largest Winning Trade | 38098 | 38098 | 29553 | 7191824 | 1773329 | 7191824 |
Largest Losing Trade | -577627 | -75261 | -577627 | -11681750 | -11681750 | -2522911 |
Avg Bars in Trades | 60 | 66 | 54 | 60 | 66 | 54 |
Avg Bars in Winners | 20 | 19 | 22 | 57 | 60 | 54 |
Avg Bars in Losers | 148 | 155 | 139 | 64 | 73 | 55 |
Bars Traded | 5239 | 2876 | 2363 | 5239 | 2876 | 2363 |
Profit Streak | 23.6849 | 63.6849 | 23.6849 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576311 | -577380 | -576830 | -580397 | -580576 | 361188 |
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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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