Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1220956.9872 | 3269.7123 | -1224226.6995 | 350613.4924 | -5748359.5483 | 6098973.0406 |
Total P&L (%) | -1220.957 | 3.2697 | -1224.2267 | 350.6135 | -5748.3595 | 6098.973 |
Avg Daily Profit (%) | -0.647 | 0.0017 | -0.6488 | 0.0798 | 0 | 0.2189 |
Buy And Hold Return (%) | 367.8912 | 367.8912 | 367.8912 | 367.8912 | 367.8912 | 367.8912 |
Max Trade Drawdown | -1438712 | -142211 | -1343206 | -7069091 | -6547517 | -3341180 |
Profit Factor | 0.266 | 1.0141 | 0.1444 | 1.0293 | 0.2656 | 2.4737 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 64 | 32 | 32 | 60 | 30 | 30 |
Losing Trades | 12 | 6 | 6 | 16 | 8 | 8 |
Profitability (%) | 84.2105 | 84.2105 | 84.2105 | 78.9474 | 78.9474 | 78.9474 |
Ratio Avg Win / Avg Loss | 0.0499 | 0.1901 | 0.0271 | 0.2745 | 0.0708 | 0.6596 |
Largest Winning Trade | 19584 | 19584 | 17372 | 8505106 | 827015 | 8505106 |
Largest Losing Trade | -1049569 | -82125 | -1049569 | -5938241 | -5938241 | -2703655 |
Avg Bars in Trades | 70 | 97 | 43 | 70 | 97 | 43 |
Avg Bars in Winners | 21 | 30 | 13 | 26 | 35 | 18 |
Avg Bars in Losers | 330 | 455 | 205 | 234 | 329 | 139 |
Bars Traded | 5364 | 3712 | 1652 | 5364 | 3712 | 1652 |
Profit Streak | 87.3165 | 87.3165 | 290.3165 | 87.3165 | 87.3165 | 290.3165 |
Trades During Streak | 10 | 5 | 12 | 10 | 5 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -628341 | -557246 | -574936 | -490242 | -575562 | 555561 |
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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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