Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1705537.1118 | -24555.9996 | -1680981.1122 | 348605.2049 | -13609219.5253 | 13957824.7302 |
Total P&L (%) | -1705.5371 | -24.556 | -1680.9811 | 348.6052 | -13609.2195 | 13957.8247 |
Avg Daily Profit (%) | -0.7197 | -0.0104 | -0.7094 | 0.0634 | 0 | 0.2089 |
Buy And Hold Return (%) | 532.3974 | 532.3974 | 532.3974 | 532.3974 | 532.3974 | 532.3974 |
Max Trade Drawdown | -1847683 | -137063 | -1766375 | -20070387 | -17472076 | -10776385 |
Profit Factor | 0.2334 | 0.913 | 0.1347 | 1.0091 | 0.4798 | 2.1408 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 67 | 32 | 35 | 63 | 29 | 34 |
Losing Trades | 17 | 10 | 7 | 21 | 13 | 8 |
Profitability (%) | 79.7619 | 76.1905 | 83.3333 | 75 | 69.0476 | 80.9524 |
Ratio Avg Win / Avg Loss | 0.0592 | 0.2853 | 0.0269 | 0.3364 | 0.2151 | 0.5037 |
Largest Winning Trade | 22494 | 17281 | 22494 | 10384843 | 1512738 | 10384843 |
Largest Losing Trade | -1269948 | -57770 | -1269948 | -9113154 | -9113154 | -5320980 |
Avg Bars in Trades | 81 | 87 | 74 | 81 | 87 | 74 |
Avg Bars in Winners | 28 | 27 | 30 | 37 | 29 | 43 |
Avg Bars in Losers | 287 | 279 | 297 | 213 | 217 | 206 |
Bars Traded | 6820 | 3685 | 3135 | 6820 | 3685 | 3135 |
Profit Streak | 147.2848 | 147.2848 | 256.9515 | 147.2848 | 147.2848 | 256.9515 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574881 | -575957 | -575124 | -481029 | -576883 | 533888 |
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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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