Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1414830.6553 | -128840.9501 | -1285989.7052 | -1257.0382 | -3778597.6427 | 3777340.6044 |
Total P&L (%) | -1414.8307 | -128.841 | -1285.9897 | -1.257 | -3778.5976 | 3777.3406 |
Avg Daily Profit (%) | -0.7531 | -0.0686 | -0.6846 | -0.0007 | 0 | 0.1949 |
Buy And Hold Return (%) | 205.4793 | 205.4793 | 205.4793 | 205.4793 | 205.4793 | 205.4793 |
Max Trade Drawdown | -1520330 | -189741 | -1336819 | -5076860 | -4462127 | -1936669 |
Profit Factor | 0.2266 | 0.5611 | 0.1626 | 0.9999 | 0.2827 | 2.0089 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 45 | 19 | 26 | 43 | 18 | 25 |
Losing Trades | 24 | 15 | 9 | 26 | 16 | 10 |
Profitability (%) | 65.2174 | 55.8824 | 74.2857 | 62.3188 | 52.9412 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.1208 | 0.443 | 0.0563 | 0.6046 | 0.2513 | 0.8035 |
Largest Winning Trade | 33612 | 33612 | 24510 | 4586282 | 553799 | 4586282 |
Largest Losing Trade | -983829 | -59103 | -983829 | -3041509 | -3041509 | -1793238 |
Avg Bars in Trades | 322 | 388 | 257 | 322 | 388 | 257 |
Avg Bars in Winners | 120 | 137 | 107 | 169 | 190 | 153 |
Avg Bars in Losers | 700 | 706 | 690 | 574 | 610 | 517 |
Bars Traded | 22221 | 13208 | 9013 | 22221 | 13208 | 9013 |
Profit Streak | 80.5774 | 80.5774 | 125.1608 | 80.5774 | 80.5774 | 125.1608 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -683252 | -578665 | -576254 | -683627 | -579046 | 474741 |
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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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