Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1935014.9115 | -89688.8654 | -1845326.0462 | 372764.4887 | 7555468.0165 | -7182703.5279 |
Total P&L (%) | -1935.0149 | -89.6889 | -1845.326 | 372.7645 | 7555.468 | -7182.7035 |
Avg Daily Profit (%) | -1.0296 | -0.0477 | -0.9819 | 0.0827 | 0.2311 | 0 |
Buy And Hold Return (%) | 479.7544 | 479.7544 | 479.7544 | 479.7544 | 479.7544 | 479.7544 |
Max Trade Drawdown | -2021918 | -155744 | -1916456 | -9700346 | -1473162 | -11251984 |
Profit Factor | 0.2398 | 0.7172 | 0.1719 | 1.0183 | 2.8435 | 0.5597 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 50 | 21 | 29 | 46 | 27 | 19 |
Losing Trades | 35 | 21 | 14 | 39 | 15 | 24 |
Profitability (%) | 58.8235 | 50 | 67.4419 | 54.1176 | 64.2857 | 44.186 |
Ratio Avg Win / Avg Loss | 0.1679 | 0.7172 | 0.083 | 0.8633 | 1.5797 | 0.707 |
Largest Winning Trade | 33380 | 33380 | 33229 | 4449638 | 4449638 | 2604582 |
Largest Losing Trade | -1291760 | -54996 | -1291760 | -5552313 | -1473162 | -5552313 |
Avg Bars in Trades | 128 | 139 | 117 | 128 | 139 | 117 |
Avg Bars in Winners | 69 | 65 | 72 | 148 | 158 | 134 |
Avg Bars in Losers | 211 | 213 | 208 | 103 | 104 | 103 |
Bars Traded | 10890 | 5853 | 5037 | 10890 | 5853 | 5037 |
Profit Streak | 53.0884 | 53.0884 | 67.2551 | 53.0884 | 53.0884 | 67.2551 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577998 | -580171 | -577495 | -448263 | 582828 | -582017 |
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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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