Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1641557.5608 | -76026.5272 | -1565531.0336 | -165863.7753 | -16686430.2814 | 16520566.5061 |
Total P&L (%) | -1641.5576 | -76.0265 | -1565.531 | -165.8638 | -16686.4303 | 16520.5665 |
Avg Daily Profit (%) | -0.8735 | -0.0405 | -0.8331 | 0 | 0 | 0.2725 |
Buy And Hold Return (%) | 517.3026 | 517.3026 | 517.3026 | 517.3026 | 517.3026 | 517.3026 |
Max Trade Drawdown | -1858856 | -219542 | -1689307 | -15190985 | -17932508 | -4427080 |
Profit Factor | 0.2368 | 0.7762 | 0.1357 | 0.9941 | 0.1673 | 2.997 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 72 | 33 | 39 | 46 | 19 | 27 |
Losing Trades | 23 | 14 | 9 | 49 | 28 | 21 |
Profitability (%) | 75.7895 | 70.2128 | 81.25 | 48.4211 | 40.4255 | 56.25 |
Ratio Avg Win / Avg Loss | 0.0756 | 0.3293 | 0.0313 | 1.059 | 0.2465 | 2.331 |
Largest Winning Trade | 25550 | 25550 | 21007 | 18627054 | 1178369 | 18627054 |
Largest Losing Trade | -1020704 | -59050 | -1020704 | -7593722 | -7593722 | -4239569 |
Avg Bars in Trades | 74 | 102 | 47 | 74 | 102 | 47 |
Avg Bars in Winners | 22 | 29 | 16 | 47 | 67 | 33 |
Avg Bars in Losers | 238 | 276 | 180 | 100 | 126 | 65 |
Bars Traded | 7097 | 4824 | 2273 | 7097 | 4824 | 2273 |
Profit Streak | 73.4851 | 87.9851 | 73.4851 | 0 | 0 | 0 |
Trades During Streak | 12 | 6 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575225 | -576583 | -575155 | -579472 | -584420 | 550090 |
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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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