Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1883882.3311 | 14681.6958 | -1898564.0269 | -254315.2708 | -5411576.1983 | 5157260.9274 |
Total P&L (%) | -1883.8823 | 14.6817 | -1898.564 | -254.3153 | -5411.5762 | 5157.2609 |
Avg Daily Profit (%) | -1.0015 | 0.0078 | -1.0093 | 0 | 0 | 0.2109 |
Buy And Hold Return (%) | 659.4036 | 659.4036 | 659.4036 | 659.4036 | 659.4036 | 659.4036 |
Max Trade Drawdown | -1967805 | -104893 | -1967392 | -10413129 | -7283592 | -7167238 |
Profit Factor | 0.2703 | 1.0431 | 0.153 | 0.9903 | 0.6136 | 1.4205 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 46 | 21 | 25 | 44 | 19 | 25 |
Losing Trades | 35 | 19 | 16 | 37 | 21 | 16 |
Profitability (%) | 56.7901 | 52.5 | 60.9756 | 54.321 | 47.5 | 60.9756 |
Ratio Avg Win / Avg Loss | 0.2057 | 0.9438 | 0.0979 | 0.8328 | 0.6782 | 0.9091 |
Largest Winning Trade | 59036 | 59036 | 32234 | 6887808 | 1986444 | 6887808 |
Largest Losing Trade | -1623041 | -62790 | -1623041 | -6427018 | -6427018 | -4285421 |
Avg Bars in Trades | 136 | 151 | 121 | 136 | 151 | 121 |
Avg Bars in Winners | 96 | 112 | 83 | 100 | 117 | 86 |
Avg Bars in Losers | 188 | 194 | 182 | 179 | 182 | 176 |
Bars Traded | 11063 | 6065 | 4998 | 11063 | 6065 | 4998 |
Profit Streak | 41.106 | 191.4393 | 41.106 | 0 | 0 | 0 |
Trades During Streak | 2 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -595188 | -521188 | -578770 | -596495 | -581722 | 314737 |
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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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