Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1732146.4725 | 103698.8693 | -1835845.3418 | 1298657.756 | -10693132.5981 | 11991790.3542 |
Total P&L (%) | -1732.1465 | 103.6989 | -1835.8453 | 1298.6578 | -10693.1326 | 11991.7904 |
Avg Daily Profit (%) | -0.8819 | 0.0528 | -0.9347 | 0.1344 | 0 | 0.2444 |
Buy And Hold Return (%) | 1673.726 | 1673.726 | 1673.726 | 1673.726 | 1673.726 | 1673.726 |
Max Trade Drawdown | -1967535 | -80988 | -1954094 | -12821409 | -11386012 | -8482385 |
Profit Factor | 0.2775 | 1.4036 | 0.1423 | 1.0412 | 0.2556 | 1.7001 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 58 | 29 | 29 | 56 | 27 | 29 |
Losing Trades | 28 | 14 | 14 | 30 | 16 | 14 |
Profitability (%) | 67.4419 | 67.4419 | 67.4419 | 65.1163 | 62.7907 | 67.4419 |
Ratio Avg Win / Avg Loss | 0.134 | 0.6776 | 0.0687 | 0.5578 | 0.1515 | 0.8207 |
Largest Winning Trade | 44283 | 44283 | 38205 | 24915565 | 901201 | 24915565 |
Largest Losing Trade | -1685514 | -58520 | -1685514 | -7332522 | -3984786 | -7332522 |
Avg Bars in Trades | 66 | 69 | 62 | 66 | 69 | 62 |
Avg Bars in Winners | 32 | 35 | 28 | 34 | 37 | 32 |
Avg Bars in Losers | 137 | 142 | 132 | 125 | 125 | 124 |
Bars Traded | 5703 | 3009 | 2694 | 5703 | 3009 | 2694 |
Profit Streak | 428.1401 | 428.1401 | 554.8068 | 428.1401 | 428.1401 | 554.8068 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576670 | -286236 | -577114 | -351978 | -578483 | 450884 |
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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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