Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1382965.1846 | -31930.6062 | -1351034.5784 | -11875.5942 | -5973230.3492 | 5961354.755 |
Total P&L (%) | -1382.9652 | -31.9306 | -1351.0346 | -11.8756 | -5973.2303 | 5961.3548 |
Avg Daily Profit (%) | -0.7405 | -0.0171 | -0.7234 | -0.0068 | 0 | 0.22 |
Buy And Hold Return (%) | 769.6611 | 769.6611 | 769.6611 | 769.6611 | 769.6611 | 769.6611 |
Max Trade Drawdown | -1578810 | -177116 | -1464262 | -6121424 | -6629680 | -2076086 |
Profit Factor | 0.2702 | 0.8914 | 0.156 | 0.999 | 0.2876 | 2.5068 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 76 | 37 | 39 | 70 | 32 | 38 |
Losing Trades | 21 | 11 | 10 | 27 | 16 | 11 |
Profitability (%) | 78.3505 | 77.0833 | 79.5918 | 72.1649 | 66.6667 | 77.551 |
Ratio Avg Win / Avg Loss | 0.0747 | 0.265 | 0.04 | 0.3853 | 0.1438 | 0.7256 |
Largest Winning Trade | 23480 | 23480 | 17996 | 6406470 | 583420 | 6406470 |
Largest Losing Trade | -891836 | -61956 | -891836 | -3546795 | -3546795 | -2076086 |
Avg Bars in Trades | 36 | 44 | 29 | 36 | 44 | 29 |
Avg Bars in Winners | 12 | 12 | 12 | 19 | 16 | 21 |
Avg Bars in Losers | 123 | 150 | 92 | 82 | 99 | 57 |
Bars Traded | 3550 | 2117 | 1433 | 3550 | 2117 | 1433 |
Profit Streak | 28.4993 | 153.4993 | 28.4993 | 28.4993 | 153.4993 | 28.4993 |
Trades During Streak | 2 | 10 | 1 | 2 | 10 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575558 | -575616 | -576027 | -576360 | -576966 | 529027 |
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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) |
---|