Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1678893.7854 | 37730.2616 | -1716624.047 | 284022.8882 | -8038838.3654 | 8322861.2535 |
Total P&L (%) | -1678.8938 | 37.7303 | -1716.624 | 284.0229 | -8038.8384 | 8322.8613 |
Avg Daily Profit (%) | -0.8553 | 0.0192 | -0.8745 | 0.0686 | 0 | 0.2261 |
Buy And Hold Return (%) | 1285.1771 | 1285.1771 | 1285.1771 | 1285.1771 | 1285.1771 | 1285.1771 |
Max Trade Drawdown | -1939778 | -123180 | -1835573 | -15601479 | -8498556 | -7872836 |
Profit Factor | 0.2762 | 1.1328 | 0.1566 | 1.01 | 0.2085 | 1.4576 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 51 | 25 | 26 | 51 | 24 | 27 |
Losing Trades | 34 | 17 | 17 | 34 | 18 | 16 |
Profitability (%) | 60 | 59.5238 | 60.4651 | 60 | 57.1429 | 62.7907 |
Ratio Avg Win / Avg Loss | 0.1841 | 0.7703 | 0.1024 | 0.6733 | 0.1564 | 0.8637 |
Largest Winning Trade | 60653 | 44169 | 60653 | 23454437 | 695718 | 23454437 |
Largest Losing Trade | -1377006 | -64254 | -1377006 | -7742787 | -5101443 | -7742787 |
Avg Bars in Trades | 135 | 137 | 132 | 135 | 137 | 132 |
Avg Bars in Winners | 69 | 73 | 65 | 75 | 74 | 77 |
Avg Bars in Losers | 233 | 232 | 235 | 223 | 221 | 226 |
Bars Traded | 11481 | 5776 | 5704 | 11481 | 5776 | 5704 |
Profit Streak | 436.2007 | 436.2007 | 558.534 | 436.2007 | 436.2007 | 558.534 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577638 | -407205 | -578036 | -475192 | -579223 | 372061 |
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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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