Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1287984.6883 | -42675.7702 | -1245308.9182 | -64887.8692 | -7852225.522 | 7787337.6528 |
Total P&L (%) | -1287.9847 | -42.6758 | -1245.3089 | -64.8879 | -7852.2255 | 7787.3377 |
Avg Daily Profit (%) | -0.6863 | -0.0227 | -0.6636 | -0.0558 | 0 | 0.233 |
Buy And Hold Return (%) | 573.4438 | 573.4438 | 573.4438 | 573.4438 | 573.4438 | 573.4438 |
Max Trade Drawdown | -1366762 | -164936 | -1300262 | -9787831 | -8218867 | -3102174 |
Profit Factor | 0.2858 | 0.8566 | 0.1729 | 0.9962 | 0.3179 | 2.4167 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 50 | 24 | 26 | 48 | 21 | 27 |
Losing Trades | 33 | 18 | 15 | 35 | 21 | 14 |
Profitability (%) | 60.241 | 57.1429 | 63.4146 | 57.8313 | 50 | 65.8537 |
Ratio Avg Win / Avg Loss | 0.1886 | 0.6425 | 0.0998 | 0.7264 | 0.3179 | 1.2531 |
Largest Winning Trade | 28581 | 28581 | 25644 | 5963579 | 1084865 | 5963579 |
Largest Losing Trade | -645368 | -56685 | -645368 | -5563489 | -5563489 | -1757586 |
Avg Bars in Trades | 131 | 140 | 122 | 131 | 140 | 122 |
Avg Bars in Winners | 92 | 101 | 84 | 93 | 87 | 99 |
Avg Bars in Losers | 191 | 192 | 190 | 183 | 193 | 168 |
Bars Traded | 10941 | 5899 | 5042 | 10941 | 5899 | 5042 |
Profit Streak | 26.4795 | 35.6461 | 0 | 26.4795 | 35.6461 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579908 | -579265 | -579003 | -580498 | -580191 | 500546 |
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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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