Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1189541.3978 | -36430.2723 | -1153111.1254 | 175982.252 | -4853382.5802 | 5029364.8322 |
Total P&L (%) | -1189.5414 | -36.4303 | -1153.1111 | 175.9823 | -4853.3826 | 5029.3648 |
Avg Daily Profit (%) | -0.6318 | -0.0194 | -0.6125 | 0.0539 | 0 | 0.2094 |
Buy And Hold Return (%) | 456.4967 | 456.4967 | 456.4967 | 456.4967 | 456.4967 | 456.4967 |
Max Trade Drawdown | -1352480 | -160400 | -1261470 | -6349142 | -6083114 | -1699553 |
Profit Factor | 0.2244 | 0.8275 | 0.1282 | 1.0187 | 0.3155 | 3.1554 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 63 | 30 | 33 | 63 | 28 | 35 |
Losing Trades | 18 | 10 | 8 | 18 | 12 | 6 |
Profitability (%) | 77.7778 | 75 | 80.4878 | 77.7778 | 70 | 85.3659 |
Ratio Avg Win / Avg Loss | 0.0641 | 0.2758 | 0.0311 | 0.2911 | 0.1352 | 0.5409 |
Largest Winning Trade | 21374 | 21374 | 18924 | 4331926 | 782199 | 4331926 |
Largest Losing Trade | -690614 | -79623 | -690614 | -5169279 | -5169279 | -1691560 |
Avg Bars in Trades | 65 | 82 | 49 | 65 | 82 | 49 |
Avg Bars in Winners | 12 | 11 | 13 | 25 | 17 | 30 |
Avg Bars in Losers | 251 | 293 | 198 | 208 | 233 | 158 |
Bars Traded | 5325 | 3296 | 2028 | 5325 | 3296 | 2028 |
Profit Streak | 88.5553 | 88.5553 | 255.8887 | 88.5553 | 88.5553 | 255.8887 |
Trades During Streak | 17 | 8 | 13 | 17 | 8 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -591438 | -575930 | -575242 | -498981 | -576578 | 625668 |
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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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