Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1579203.2274 | -111085.0649 | -1468118.1624 | -50550.2069 | -6817043.0916 | 6766492.8847 |
Total P&L (%) | -1579.2032 | -111.0851 | -1468.1182 | -50.5502 | -6817.0431 | 6766.4929 |
Avg Daily Profit (%) | -0.8449 | -0.0594 | -0.7855 | -0.0377 | 0 | 0.2265 |
Buy And Hold Return (%) | 456.1238 | 456.1238 | 456.1238 | 456.1238 | 456.1238 | 456.1238 |
Max Trade Drawdown | -1730989 | -209603 | -1555586 | -7105462 | -6893756 | -2793656 |
Profit Factor | 0.1789 | 0.586 | 0.1129 | 0.9958 | 0.1866 | 2.7923 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 74 | 33 | 41 | 70 | 30 | 40 |
Losing Trades | 21 | 14 | 7 | 25 | 17 | 8 |
Profitability (%) | 77.8947 | 70.2128 | 85.4167 | 73.6842 | 63.8298 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.0508 | 0.2486 | 0.0193 | 0.3557 | 0.1057 | 0.5585 |
Largest Winning Trade | 21486 | 15953 | 21486 | 6446168 | 433934 | 6446168 |
Largest Losing Trade | -891836 | -73146 | -891836 | -5218032 | -5218032 | -2157228 |
Avg Bars in Trades | 57 | 71 | 43 | 57 | 71 | 43 |
Avg Bars in Winners | 12 | 13 | 12 | 22 | 19 | 24 |
Avg Bars in Losers | 214 | 207 | 226 | 155 | 163 | 138 |
Bars Traded | 5439 | 3358 | 2080 | 5439 | 3358 | 2080 |
Profit Streak | 77.1118 | 77.1118 | 242.4451 | 77.1118 | 77.1118 | 242.4451 |
Trades During Streak | 11 | 5 | 8 | 11 | 5 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574971 | -576610 | -574803 | -575517 | -577437 | 597182 |
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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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