Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1454569.1674 | -76495.4588 | -1378073.7086 | 74637.4581 | -6534587.3284 | 6609224.7865 |
Total P&L (%) | -1454.5692 | -76.4955 | -1378.0737 | 74.6375 | -6534.5873 | 6609.2248 |
Avg Daily Profit (%) | -0.769 | -0.0404 | -0.7286 | 0.0295 | 0 | 0.2226 |
Buy And Hold Return (%) | 318.8226 | 318.8226 | 318.8226 | 318.8226 | 318.8226 | 318.8226 |
Max Trade Drawdown | -1557450 | -192002 | -1426398 | -7460029 | -7157729 | -2314864 |
Profit Factor | 0.2159 | 0.7385 | 0.118 | 1.0057 | 0.2886 | 2.6789 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 64 | 30 | 34 | 60 | 28 | 32 |
Losing Trades | 18 | 11 | 7 | 22 | 13 | 9 |
Profitability (%) | 78.0488 | 73.1707 | 82.9268 | 73.1707 | 68.2927 | 78.0488 |
Ratio Avg Win / Avg Loss | 0.0607 | 0.2708 | 0.0243 | 0.3688 | 0.134 | 0.7534 |
Largest Winning Trade | 25057 | 20553 | 25057 | 7056876 | 669435 | 7056876 |
Largest Losing Trade | -1140843 | -62408 | -1140843 | -4715634 | -4715634 | -1685988 |
Avg Bars in Trades | 43 | 51 | 35 | 43 | 51 | 35 |
Avg Bars in Winners | 16 | 15 | 16 | 18 | 18 | 18 |
Avg Bars in Losers | 141 | 150 | 127 | 113 | 123 | 98 |
Bars Traded | 3581 | 2115 | 1467 | 3581 | 2115 | 1467 |
Profit Streak | 173.659 | 173.659 | 283.159 | 173.659 | 173.659 | 283.159 |
Trades During Streak | 12 | 6 | 8 | 12 | 6 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -584046 | -576299 | -575111 | -539113 | -576932 | 564936 |
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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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