Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1244592.7815 | -14634.2929 | -1229958.4886 | 453380.5463 | -5378317.1691 | 5831697.7154 |
Total P&L (%) | -1244.5928 | -14.6343 | -1229.9585 | 453.3805 | -5378.3172 | 5831.6977 |
Avg Daily Profit (%) | -0.6664 | -0.0078 | -0.6586 | 0.0917 | 0 | 0.2189 |
Buy And Hold Return (%) | 538.3077 | 538.3077 | 538.3077 | 538.3077 | 538.3077 | 538.3077 |
Max Trade Drawdown | -1371132 | -135876 | -1317243 | -7339427 | -7128518 | -1582742 |
Profit Factor | 0.2407 | 0.9286 | 0.1424 | 1.0399 | 0.3623 | 2.9945 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 69 | 34 | 35 | 65 | 30 | 35 |
Losing Trades | 16 | 8 | 8 | 20 | 12 | 8 |
Profitability (%) | 81.1765 | 80.9524 | 81.3953 | 76.4706 | 71.4286 | 81.3953 |
Ratio Avg Win / Avg Loss | 0.0558 | 0.2185 | 0.0325 | 0.32 | 0.1449 | 0.6845 |
Largest Winning Trade | 22222 | 20197 | 22222 | 4385982 | 879357 | 4385982 |
Largest Losing Trade | -799045 | -79169 | -799045 | -6048747 | -6048747 | -1455131 |
Avg Bars in Trades | 41 | 51 | 30 | 41 | 51 | 30 |
Avg Bars in Winners | 9 | 9 | 8 | 16 | 13 | 18 |
Avg Bars in Losers | 179 | 233 | 126 | 122 | 147 | 85 |
Bars Traded | 3499 | 2174 | 1325 | 3499 | 2174 | 1325 |
Profit Streak | 75.0471 | 75.0471 | 242.5471 | 75.0471 | 75.0471 | 242.5471 |
Trades During Streak | 13 | 6 | 11 | 13 | 6 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574576 | -575233 | -575167 | -409032 | -576437 | 603045 |
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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) |
---|