Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1342980.289 | 21886.2345 | -1364866.5235 | -705070.5606 | -5994056.4973 | 5288985.9367 |
Total P&L (%) | -1342.9803 | 21.8862 | -1364.8665 | -705.0706 | -5994.0565 | 5288.9859 |
Avg Daily Profit (%) | -0.7393 | 0.012 | -0.7513 | 0 | 0 | 0.2197 |
Buy And Hold Return (%) | 566.8239 | 566.8239 | 566.8239 | 566.8239 | 566.8239 | 566.8239 |
Max Trade Drawdown | -1417852 | -153895 | -1406028 | -15926741 | -12424458 | -3502282 |
Profit Factor | 0.3451 | 1.0632 | 0.199 | 0.9716 | 0.6097 | 1.5566 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 46 | 24 | 22 | 35 | 16 | 19 |
Losing Trades | 37 | 18 | 19 | 48 | 26 | 22 |
Profitability (%) | 55.4217 | 57.1429 | 53.6585 | 42.1687 | 38.0952 | 46.3415 |
Ratio Avg Win / Avg Loss | 0.2776 | 0.7974 | 0.1719 | 1.3325 | 0.9908 | 1.8023 |
Largest Winning Trade | 43752 | 36296 | 43752 | 7979076 | 2688082 | 7979076 |
Largest Losing Trade | -927513 | -77532 | -927513 | -10926761 | -10926761 | -2348478 |
Avg Bars in Trades | 64 | 73 | 55 | 64 | 73 | 55 |
Avg Bars in Winners | 42 | 47 | 38 | 68 | 84 | 54 |
Avg Bars in Losers | 91 | 108 | 74 | 61 | 66 | 56 |
Bars Traded | 5351 | 3088 | 2263 | 5351 | 3088 | 2263 |
Profit Streak | 20.5082 | 169.5082 | 20.5082 | 0 | 0 | 0 |
Trades During Streak | 3 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579883 | -492867 | -579714 | -583434 | -585364 | 344953 |
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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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