Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1118001.0205 | -23495.7668 | -1094505.2537 | -686924.5772 | -5726639.7414 | 5039715.1642 |
Total P&L (%) | -1118.001 | -23.4958 | -1094.5053 | -686.9246 | -5726.6397 | 5039.7152 |
Avg Daily Profit (%) | -0.6133 | -0.0129 | -0.6004 | 0 | 0 | 0.2163 |
Buy And Hold Return (%) | 943.4913 | 943.4913 | 943.4913 | 943.4913 | 943.4913 | 943.4913 |
Max Trade Drawdown | -1197153 | -203572 | -1133788 | -16731001 | -13165180 | -3565820 |
Profit Factor | 0.3332 | 0.9221 | 0.2041 | 0.9725 | 0.6316 | 1.5362 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 60 | 29 | 31 | 43 | 21 | 22 |
Losing Trades | 26 | 14 | 12 | 43 | 22 | 21 |
Profitability (%) | 69.7674 | 67.4419 | 72.093 | 50 | 48.8372 | 51.1628 |
Ratio Avg Win / Avg Loss | 0.1444 | 0.4451 | 0.079 | 0.9725 | 0.6617 | 1.4664 |
Largest Winning Trade | 38098 | 38098 | 29553 | 6748537 | 1660247 | 6748537 |
Largest Losing Trade | -577627 | -75261 | -577627 | -11260925 | -11260925 | -2451988 |
Avg Bars in Trades | 60 | 66 | 54 | 60 | 66 | 54 |
Avg Bars in Winners | 21 | 20 | 22 | 57 | 61 | 54 |
Avg Bars in Losers | 152 | 162 | 139 | 64 | 72 | 55 |
Bars Traded | 5239 | 2877 | 2362 | 5239 | 2877 | 2362 |
Profit Streak | 30.2995 | 70.2995 | 30.2995 | 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 | -576172 | -577088 | -576861 | -580548 | -581179 | 316832 |
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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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