Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1770449.1302 | -43331.4524 | -1727117.6778 | -35126.4362 | -3091594.5168 | 3056468.0806 |
Total P&L (%) | -1770.4491 | -43.3315 | -1727.1177 | -35.1264 | -3091.5945 | 3056.4681 |
Avg Daily Profit (%) | -0.9582 | -0.0235 | -0.9347 | -0.0234 | 0 | 0.187 |
Buy And Hold Return (%) | 77.2388 | 77.2388 | 77.2388 | 77.2388 | 77.2388 | 77.2388 |
Max Trade Drawdown | -1880294 | -139303 | -1812553 | -5710142 | -3410298 | -4162121 |
Profit Factor | 0.2099 | 0.846 | 0.1186 | 0.9966 | 0.3986 | 1.5901 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 43 | 20 | 23 | 37 | 17 | 20 |
Losing Trades | 22 | 12 | 10 | 28 | 15 | 13 |
Profitability (%) | 66.1538 | 62.5 | 69.697 | 56.9231 | 53.125 | 60.6061 |
Ratio Avg Win / Avg Loss | 0.1074 | 0.5076 | 0.0516 | 0.7542 | 0.3517 | 1.0336 |
Largest Winning Trade | 46297 | 46297 | 28369 | 7548556 | 1480080 | 7548556 |
Largest Losing Trade | -1692303 | -68683 | -1692303 | -2265395 | -1764685 | -2265395 |
Avg Bars in Trades | 108 | 120 | 97 | 108 | 120 | 97 |
Avg Bars in Winners | 62 | 64 | 60 | 73 | 77 | 69 |
Avg Bars in Losers | 199 | 213 | 182 | 155 | 169 | 139 |
Bars Traded | 7063 | 3857 | 3206 | 7063 | 3857 | 3206 |
Profit Streak | 153.3317 | 153.3317 | 278.3317 | 153.3317 | 153.3317 | 278.3317 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -713271 | -578226 | -576900 | -714468 | -579441 | 449384 |
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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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