Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1211285.4095 | -36142.0777 | -1175143.3318 | -819671.3839 | -4856562.7172 | 4036891.3332 |
Total P&L (%) | -1211.2854 | -36.1421 | -1175.1433 | -819.6714 | -4856.5627 | 4036.8913 |
Avg Daily Profit (%) | -0.6677 | -0.0199 | -0.6478 | 0 | 0 | 0.2054 |
Buy And Hold Return (%) | 549.6211 | 549.6211 | 549.6211 | 549.6211 | 549.6211 | 549.6211 |
Max Trade Drawdown | -1257386 | -182066 | -1197494 | -14903103 | -11273806 | -4037077 |
Profit Factor | 0.3101 | 0.8869 | 0.1817 | 0.9625 | 0.6472 | 1.4982 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 61 | 28 | 33 | 46 | 23 | 23 |
Losing Trades | 27 | 16 | 11 | 42 | 21 | 21 |
Profitability (%) | 69.3182 | 63.6364 | 75 | 52.2727 | 52.2727 | 52.2727 |
Ratio Avg Win / Avg Loss | 0.1372 | 0.5068 | 0.0606 | 0.8788 | 0.5909 | 1.3679 |
Largest Winning Trade | 39988 | 39988 | 20022 | 5056795 | 1663224 | 5056795 |
Largest Losing Trade | -569924 | -76248 | -569924 | -9370069 | -9370069 | -2786145 |
Avg Bars in Trades | 59 | 65 | 53 | 59 | 65 | 53 |
Avg Bars in Winners | 20 | 22 | 18 | 56 | 55 | 56 |
Avg Bars in Losers | 147 | 139 | 158 | 63 | 75 | 50 |
Bars Traded | 5236 | 2871 | 2364 | 5236 | 2871 | 2364 |
Profit Streak | 8.0413 | 60.708 | 0 | 0 | 0 | 89.3746 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577086 | -578391 | -577478 | -580248 | -580424 | 370459 |
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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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