Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2148616.8504 | -169285.7788 | -1979331.0716 | -72746.9025 | 1402292.5958 | -1475039.4983 |
Total P&L (%) | -2148.6169 | -169.2858 | -1979.3311 | -72.7469 | 1402.2926 | -1475.0395 |
Avg Daily Profit (%) | -1.1979 | -0.0944 | -1.1035 | -0.0725 | 0.1512 | 0 |
Buy And Hold Return (%) | 325.6604 | 325.6604 | 325.6604 | 325.6604 | 325.6604 | 325.6604 |
Max Trade Drawdown | -1136650 | -218083 | -961052 | -7962965 | -490140 | -7586303 |
Profit Factor | 0.1526 | 0.5101 | 0.0961 | 0.9922 | 3.6431 | 0.8313 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 68 | 31 | 37 | 70 | 32 | 38 |
Losing Trades | 19 | 12 | 7 | 17 | 11 | 6 |
Profitability (%) | 78.1609 | 72.093 | 84.0909 | 80.4598 | 74.4186 | 86.3636 |
Ratio Avg Win / Avg Loss | 0.0426 | 0.1975 | 0.0182 | 0.241 | 1.2523 | 0.1313 |
Largest Winning Trade | 21458 | 21458 | 12552 | 6639354 | 1261464 | 6639354 |
Largest Losing Trade | -1091772 | -65941 | -1091772 | -7586303 | -261899 | -7586303 |
Avg Bars in Trades | 58 | 74 | 43 | 58 | 74 | 43 |
Avg Bars in Winners | 16 | 16 | 16 | 22 | 20 | 23 |
Avg Bars in Losers | 209 | 223 | 185 | 210 | 230 | 175 |
Bars Traded | 5127 | 3203 | 1924 | 5127 | 3203 | 1924 |
Profit Streak | 147.1515 | 147.1515 | 288.1515 | 147.1515 | 147.1515 | 288.1515 |
Trades During Streak | 17 | 8 | 9 | 17 | 8 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574905 | -576357 | -574955 | -574622 | 578909 | -574734 |
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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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