Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1483813.2567 | -450.1486 | -1483363.1081 | -288170.2242 | -2815410.0091 | 2527239.785 |
Total P&L (%) | -1483.8133 | -0.4501 | -1483.3631 | -288.1702 | -2815.41 | 2527.2398 |
Avg Daily Profit (%) | -0.7122 | -0.0002 | -0.712 | 0 | 0 | 0.157 |
Buy And Hold Return (%) | 202.1033 | 202.1033 | 202.1033 | 202.1033 | 202.1033 | 202.1033 |
Max Trade Drawdown | -1635853 | -174116 | -1570116 | -4742324 | -3943639 | -2524117 |
Profit Factor | 0.299 | 0.9985 | 0.186 | 0.9684 | 0.4849 | 1.6919 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 52 | 24 | 28 | 46 | 23 | 23 |
Losing Trades | 34 | 19 | 15 | 40 | 20 | 20 |
Profitability (%) | 60.4651 | 55.814 | 65.1163 | 53.4884 | 53.4884 | 53.4884 |
Ratio Avg Win / Avg Loss | 0.1955 | 0.7905 | 0.0997 | 0.8421 | 0.4217 | 1.4712 |
Largest Winning Trade | 40747 | 35214 | 40747 | 1667634 | 554783 | 1667634 |
Largest Losing Trade | -1223516 | -64315 | -1223516 | -2236179 | -2236179 | -1025206 |
Avg Bars in Trades | 283 | 306 | 260 | 283 | 306 | 260 |
Avg Bars in Winners | 157 | 167 | 150 | 273 | 262 | 284 |
Avg Bars in Losers | 474 | 481 | 466 | 294 | 356 | 232 |
Bars Traded | 24362 | 13164 | 11198 | 24362 | 13164 | 11198 |
Profit Streak | 68.8081 | 96.3081 | 68.8081 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577481 | -579014 | -577798 | -580096 | -580274 | 369646 |
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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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