Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1087140.6078 | -79089.0562 | -1008051.5516 | -80319.9538 | -1687162.6133 | 1606842.6595 |
Total P&L (%) | -1087.1406 | -79.0891 | -1008.0516 | -80.32 | -1687.1626 | 1606.8427 |
Avg Daily Profit (%) | -0.5866 | -0.0427 | -0.544 | -0.0877 | 0 | 0.1532 |
Buy And Hold Return (%) | 40.0086 | 40.0086 | 40.0086 | 40.0086 | 40.0086 | 40.0086 |
Max Trade Drawdown | -1212665 | -231774 | -1080636 | -3333045 | -1717071 | -2261629 |
Profit Factor | 0.3478 | 0.7667 | 0.2409 | 0.9878 | 0.2228 | 1.3662 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 41 | 18 | 23 | 37 | 18 | 19 |
Losing Trades | 42 | 23 | 19 | 46 | 23 | 23 |
Profitability (%) | 49.3976 | 43.9024 | 54.7619 | 44.5783 | 43.9024 | 45.2381 |
Ratio Avg Win / Avg Loss | 0.3563 | 0.9796 | 0.199 | 1.228 | 0.2847 | 1.6538 |
Largest Winning Trade | 39034 | 39034 | 35403 | 5662007 | 166316 | 5662007 |
Largest Losing Trade | -835866 | -60924 | -835866 | -1815735 | -823330 | -1815735 |
Avg Bars in Trades | 125 | 157 | 93 | 125 | 157 | 93 |
Avg Bars in Winners | 101 | 115 | 90 | 106 | 121 | 91 |
Avg Bars in Losers | 148 | 189 | 97 | 140 | 184 | 95 |
Bars Traded | 10377 | 6447 | 3930 | 10377 | 6447 | 3930 |
Profit Streak | 151.2153 | 151.2153 | 281.5486 | 151.2153 | 151.2153 | 281.5486 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580756 | -581731 | -578724 | -580963 | -581731 | 317563 |
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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) |
---|