Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1314843.6626 | -63976.3898 | -1250867.2728 | -76324.7781 | -7878973.1099 | 7802648.3318 |
Total P&L (%) | -1314.8437 | -63.9764 | -1250.8673 | -76.3248 | -7878.9731 | 7802.6483 |
Avg Daily Profit (%) | -0.7012 | -0.0341 | -0.6671 | -0.0768 | 0 | 0.2333 |
Buy And Hold Return (%) | 543.5802 | 543.5802 | 543.5802 | 543.5802 | 543.5802 | 543.5802 |
Max Trade Drawdown | -1513859 | -203485 | -1369981 | -8322046 | -8033744 | -2916912 |
Profit Factor | 0.2354 | 0.7635 | 0.1369 | 0.9946 | 0.2158 | 2.8861 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 58 | 26 | 32 | 56 | 24 | 32 |
Losing Trades | 21 | 13 | 8 | 23 | 15 | 8 |
Profitability (%) | 73.4177 | 66.6667 | 80 | 70.8861 | 61.5385 | 80 |
Ratio Avg Win / Avg Loss | 0.0852 | 0.3817 | 0.0342 | 0.4085 | 0.1349 | 0.7215 |
Largest Winning Trade | 26315 | 26315 | 17591 | 7921998 | 645591 | 7921998 |
Largest Losing Trade | -763780 | -74122 | -763780 | -6178029 | -6178029 | -2689691 |
Avg Bars in Trades | 137 | 171 | 104 | 137 | 171 | 104 |
Avg Bars in Winners | 32 | 36 | 28 | 55 | 50 | 58 |
Avg Bars in Losers | 429 | 442 | 409 | 338 | 365 | 288 |
Bars Traded | 10878 | 6690 | 4188 | 10878 | 6690 | 4188 |
Profit Streak | 83.426 | 83.426 | 261.5927 | 83.426 | 83.426 | 261.5927 |
Trades During Streak | 11 | 5 | 10 | 11 | 5 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -607086 | -577141 | -575351 | -607415 | -577805 | 593315 |
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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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