Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1290633.6812 | -93707.2341 | -1196926.4471 | 19310.0594 | -3779119.0532 | 3798429.1126 |
Total P&L (%) | -1290.6337 | -93.7072 | -1196.9264 | 19.3101 | -3779.1191 | 3798.4291 |
Avg Daily Profit (%) | -0.6867 | -0.0499 | -0.6368 | 0.0094 | 0 | 0.1951 |
Buy And Hold Return (%) | 278.1808 | 278.1808 | 278.1808 | 278.1808 | 278.1808 | 278.1808 |
Max Trade Drawdown | -1383852 | -190549 | -1245189 | -4558709 | -4382923 | -1500870 |
Profit Factor | 0.2151 | 0.6758 | 0.1169 | 1.0025 | 0.2975 | 2.5861 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 64 | 30 | 34 | 62 | 29 | 33 |
Losing Trades | 17 | 10 | 7 | 19 | 11 | 8 |
Profitability (%) | 79.0123 | 75 | 82.9268 | 76.5432 | 72.5 | 80.4878 |
Ratio Avg Win / Avg Loss | 0.0571 | 0.2253 | 0.0241 | 0.3072 | 0.1129 | 0.6269 |
Largest Winning Trade | 20553 | 20553 | 13897 | 4053133 | 410224 | 4053133 |
Largest Losing Trade | -944530 | -62408 | -944530 | -2889697 | -2889697 | -1388416 |
Avg Bars in Trades | 43 | 52 | 35 | 43 | 52 | 35 |
Avg Bars in Winners | 16 | 16 | 16 | 18 | 19 | 17 |
Avg Bars in Losers | 146 | 158 | 128 | 127 | 138 | 111 |
Bars Traded | 3562 | 2091 | 1471 | 3562 | 2091 | 1471 |
Profit Streak | 161.9303 | 161.9303 | 271.4303 | 161.9303 | 161.9303 | 271.4303 |
Trades During Streak | 11 | 5 | 8 | 11 | 5 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -591436 | -576097 | -575107 | -576498 | -576421 | 560960 |
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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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