Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -844597.9291 | 245332.3878 | -1089930.3169 | 481443.0016 | -3435405.2478 | 3916848.2494 |
Total P&L (%) | -844.5979 | 245.3324 | -1089.9303 | 481.443 | -3435.4052 | 3916.8482 |
Avg Daily Profit (%) | -0.4705 | 0.1367 | -0.6072 | 0.0981 | 0 | 0.206 |
Buy And Hold Return (%) | 1447.6925 | 1447.6925 | 1447.6925 | 1447.6925 | 1447.6925 | 1447.6925 |
Max Trade Drawdown | -936051 | -198370 | -767802 | -12264210 | -3174361 | -9528709 |
Profit Factor | 0.4701 | 1.8356 | 0.1618 | 1.0311 | 0.3363 | 1.3795 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 67 | 33 | 34 | 67 | 31 | 36 |
Losing Trades | 16 | 8 | 8 | 16 | 10 | 6 |
Profitability (%) | 80.7229 | 80.4878 | 80.9524 | 80.7229 | 75.6098 | 85.7143 |
Ratio Avg Win / Avg Loss | 0.1123 | 0.445 | 0.0381 | 0.2462 | 0.1085 | 0.2299 |
Largest Winning Trade | 329454 | 329454 | 21573 | 13059161 | 1282249 | 13059161 |
Largest Losing Trade | -678213 | -62943 | -678213 | -9528709 | -1340279 | -9528709 |
Avg Bars in Trades | 42 | 50 | 35 | 42 | 50 | 35 |
Avg Bars in Winners | 16 | 18 | 14 | 18 | 14 | 21 |
Avg Bars in Losers | 152 | 181 | 124 | 144 | 160 | 116 |
Bars Traded | 3557 | 2072 | 1484 | 3557 | 2072 | 1484 |
Profit Streak | 148.3241 | 148.3241 | 288.3241 | 148.3241 | 148.3241 | 288.3241 |
Trades During Streak | 19 | 9 | 15 | 19 | 9 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576084 | -170137 | -575173 | -411085 | -575886 | 348714 |
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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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