Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1192526.8856 | -34473.4402 | -1158053.4454 | 113976.4048 | -3108493.2848 | 3222469.6895 |
Total P&L (%) | -1192.5269 | -34.4734 | -1158.0534 | 113.9764 | -3108.4933 | 3222.4697 |
Avg Daily Profit (%) | -0.6325 | -0.0183 | -0.6142 | 0.0404 | 0 | 0.186 |
Buy And Hold Return (%) | 451.5759 | 451.5759 | 451.5759 | 451.5759 | 451.5759 | 451.5759 |
Max Trade Drawdown | -1383940 | -167259 | -1259375 | -3589706 | -3608068 | -2130285 |
Profit Factor | 0.2586 | 0.8717 | 0.1357 | 1.0154 | 0.338 | 2.1825 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 68 | 34 | 34 | 66 | 32 | 34 |
Losing Trades | 20 | 10 | 10 | 22 | 12 | 10 |
Profitability (%) | 77.2727 | 77.2727 | 77.2727 | 75 | 72.7273 | 77.2727 |
Ratio Avg Win / Avg Loss | 0.0761 | 0.2564 | 0.0399 | 0.3385 | 0.1268 | 0.6419 |
Largest Winning Trade | 20861 | 20861 | 12890 | 4669103 | 394753 | 4669103 |
Largest Losing Trade | -987777 | -63193 | -987777 | -2312474 | -2312474 | -2011722 |
Avg Bars in Trades | 40 | 47 | 33 | 40 | 47 | 33 |
Avg Bars in Winners | 13 | 13 | 12 | 18 | 16 | 19 |
Avg Bars in Losers | 134 | 163 | 104 | 108 | 130 | 81 |
Bars Traded | 3581 | 2104 | 1477 | 3581 | 2104 | 1477 |
Profit Streak | 166.1784 | 166.1784 | 265.1784 | 166.1784 | 166.1784 | 265.1784 |
Trades During Streak | 18 | 9 | 10 | 18 | 9 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575007 | -575658 | -575676 | -504603 | -576247 | 518179 |
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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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