Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1440267.3305 | -77764.133 | -1362503.1975 | 77456.5382 | -6715675.7536 | 6793132.2917 |
Total P&L (%) | -1440.2673 | -77.7641 | -1362.5032 | 77.4565 | -6715.6758 | 6793.1323 |
Avg Daily Profit (%) | -0.7663 | -0.0414 | -0.7249 | 0.0305 | 0 | 0.2255 |
Buy And Hold Return (%) | 284.6895 | 284.6895 | 284.6895 | 284.6895 | 284.6895 | 284.6895 |
Max Trade Drawdown | -1543935 | -184428 | -1415719 | -7373165 | -7102137 | -2641253 |
Profit Factor | 0.221 | 0.7302 | 0.127 | 1.0056 | 0.2866 | 2.5142 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 65 | 30 | 35 | 61 | 28 | 33 |
Losing Trades | 18 | 11 | 7 | 22 | 13 | 9 |
Profitability (%) | 78.3133 | 73.1707 | 83.3333 | 73.494 | 68.2927 | 78.5714 |
Ratio Avg Win / Avg Loss | 0.0612 | 0.2677 | 0.0254 | 0.3627 | 0.1331 | 0.6857 |
Largest Winning Trade | 25057 | 20553 | 25057 | 7711504 | 739992 | 7711504 |
Largest Losing Trade | -1140843 | -62408 | -1140843 | -4671208 | -4671208 | -1948166 |
Avg Bars in Trades | 42 | 51 | 34 | 42 | 51 | 34 |
Avg Bars in Winners | 16 | 17 | 16 | 18 | 20 | 17 |
Avg Bars in Losers | 137 | 143 | 127 | 109 | 117 | 99 |
Bars Traded | 3561 | 2094 | 1467 | 3561 | 2094 | 1467 |
Profit Streak | 161.8704 | 161.8704 | 271.8704 | 161.8704 | 161.8704 | 271.8704 |
Trades During Streak | 11 | 5 | 8 | 11 | 5 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576527 | -576327 | -575061 | -530326 | -576959 | 557205 |
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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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