Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1557264.3452 | 109288.7581 | -1666553.1033 | -3620073.4527 | -15958783.7483 | 12338710.2956 |
Total P&L (%) | -1557.2643 | 109.2888 | -1666.5531 | -3620.0735 | -15958.7837 | 12338.7103 |
Avg Daily Profit (%) | -0.834 | 0.0585 | -0.8925 | 0 | 0 | 0.2587 |
Buy And Hold Return (%) | 574.6487 | 574.6487 | 574.6487 | 574.6487 | 574.6487 | 574.6487 |
Max Trade Drawdown | -1708215 | -107092 | -1755242 | -33218834 | -17185619 | -23701022 |
Profit Factor | 0.3547 | 1.3253 | 0.1978 | 0.9555 | 0.6482 | 1.343 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 49 | 23 | 26 | 44 | 22 | 22 |
Losing Trades | 36 | 20 | 16 | 41 | 21 | 20 |
Profitability (%) | 57.6471 | 53.4884 | 61.9048 | 51.7647 | 51.1628 | 52.381 |
Ratio Avg Win / Avg Loss | 0.2606 | 1.1524 | 0.1217 | 0.8903 | 0.6188 | 1.2209 |
Largest Winning Trade | 81696 | 81696 | 37478 | 15091306 | 9957264 | 15091306 |
Largest Losing Trade | -1210429 | -56269 | -1210429 | -12694504 | -12694504 | -11626595 |
Avg Bars in Trades | 85 | 70 | 99 | 85 | 70 | 99 |
Avg Bars in Winners | 63 | 53 | 71 | 74 | 68 | 80 |
Avg Bars in Losers | 114 | 90 | 144 | 96 | 73 | 120 |
Bars Traded | 7233 | 3047 | 4186 | 7233 | 3047 | 4186 |
Profit Streak | 15.2114 | 30.2114 | 0 | 0 | 0 | 44.7114 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578975 | -279263 | -579191 | -580322 | -580576 | 352541 |
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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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