Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1106759.6162 | -15701.4476 | -1091058.1686 | 349915.7107 | -4488313.1165 | 4838228.8272 |
Total P&L (%) | -1106.7596 | -15.7014 | -1091.0582 | 349.9157 | -4488.3131 | 4838.2288 |
Avg Daily Profit (%) | -0.5851 | -0.0083 | -0.5768 | 0.0795 | 0 | 0.2064 |
Buy And Hold Return (%) | 140.327 | 140.327 | 140.327 | 140.327 | 140.327 | 140.327 |
Max Trade Drawdown | -1254775 | -159602 | -1159189 | -3786814 | -4661202 | -2593582 |
Profit Factor | 0.2667 | 0.9331 | 0.1441 | 1.0374 | 0.2466 | 2.4194 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 58 | 28 | 30 | 52 | 24 | 28 |
Losing Trades | 19 | 11 | 8 | 25 | 15 | 10 |
Profitability (%) | 75.3247 | 71.7949 | 78.9474 | 67.5325 | 61.5385 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.0874 | 0.3666 | 0.0384 | 0.4987 | 0.1542 | 0.8641 |
Largest Winning Trade | 27809 | 27809 | 19139 | 6883955 | 377750 | 6883955 |
Largest Losing Trade | -975335 | -58786 | -975335 | -2352375 | -2352375 | -1848401 |
Avg Bars in Trades | 70 | 79 | 60 | 70 | 79 | 60 |
Avg Bars in Winners | 21 | 13 | 29 | 29 | 21 | 35 |
Avg Bars in Losers | 217 | 247 | 176 | 156 | 172 | 131 |
Bars Traded | 5410 | 3108 | 2303 | 5410 | 3108 | 2303 |
Profit Streak | 64.6202 | 64.6202 | 118.2869 | 64.6202 | 64.6202 | 118.2869 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -622522 | -577373 | -575554 | -314215 | -578702 | 520752 |
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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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