Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1155374.4074 | 7722.7162 | -1163097.1236 | -93766.541 | 2408324.5846 | -2502091.1256 |
Total P&L (%) | -1155.3744 | 7.7227 | -1163.0971 | -93.7665 | 2408.3246 | -2502.0911 |
Avg Daily Profit (%) | -0.5548 | 0.0037 | -0.5585 | -0.1332 | 0.1548 | 0 |
Buy And Hold Return (%) | 79.0419 | 79.0419 | 79.0419 | 79.0419 | 79.0419 | 79.0419 |
Max Trade Drawdown | -1324204 | -120618 | -1294854 | -5157065 | -230662 | -6218563 |
Profit Factor | 0.3824 | 1.0374 | 0.3012 | 0.9874 | 5.5205 | 0.638 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 54 | 24 | 30 | 50 | 27 | 23 |
Losing Trades | 30 | 18 | 12 | 34 | 15 | 19 |
Profitability (%) | 64.2857 | 57.1429 | 71.4286 | 59.5238 | 64.2857 | 54.7619 |
Ratio Avg Win / Avg Loss | 0.2125 | 0.778 | 0.1205 | 0.6714 | 3.0669 | 0.527 |
Largest Winning Trade | 32069 | 23134 | 32069 | 1927992 | 1256030 | 1927992 |
Largest Losing Trade | -982014 | -55544 | -982014 | -4242025 | -230662 | -4242025 |
Avg Bars in Trades | 290 | 70 | 511 | 290 | 70 | 511 |
Avg Bars in Winners | 172 | 44 | 274 | 231 | 69 | 421 |
Avg Bars in Losers | 504 | 105 | 1102 | 378 | 72 | 620 |
Bars Traded | 24443 | 2961 | 21482 | 24443 | 2961 | 21482 |
Profit Streak | 94.9384 | 0 | 116.5217 | 94.9384 | 0 | 116.5217 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577864 | -533732 | -576998 | -578481 | 638047 | -579159 |
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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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