Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1130208.3538 | -8355.4236 | -1121852.9302 | 406742.5445 | -5101577.3993 | 5508319.9438 |
Total P&L (%) | -1130.2084 | -8.3554 | -1121.8529 | 406.7425 | -5101.5774 | 5508.3199 |
Avg Daily Profit (%) | -0.6017 | -0.0044 | -0.5973 | 0.0864 | 0 | 0.2146 |
Buy And Hold Return (%) | 517.0036 | 517.0036 | 517.0036 | 517.0036 | 517.0036 | 517.0036 |
Max Trade Drawdown | -1302372 | -142865 | -1234594 | -6985728 | -6723390 | -1849784 |
Profit Factor | 0.2633 | 0.9598 | 0.154 | 1.0373 | 0.3622 | 2.902 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 75 | 36 | 39 | 75 | 34 | 41 |
Losing Trades | 18 | 10 | 8 | 18 | 12 | 6 |
Profitability (%) | 80.6452 | 78.2609 | 82.9787 | 80.6452 | 73.913 | 87.234 |
Ratio Avg Win / Avg Loss | 0.0632 | 0.2666 | 0.0316 | 0.249 | 0.1278 | 0.4247 |
Largest Winning Trade | 21374 | 21374 | 18924 | 4380632 | 837528 | 4380632 |
Largest Losing Trade | -690614 | -79575 | -690614 | -5761707 | -5761707 | -1798980 |
Avg Bars in Trades | 58 | 73 | 43 | 58 | 73 | 43 |
Avg Bars in Winners | 13 | 15 | 10 | 23 | 20 | 26 |
Avg Bars in Losers | 245 | 280 | 202 | 202 | 221 | 162 |
Bars Traded | 5418 | 3370 | 2048 | 5418 | 3370 | 2048 |
Profit Streak | 84.1945 | 84.1945 | 251.5278 | 84.1945 | 84.1945 | 251.5278 |
Trades During Streak | 19 | 9 | 14 | 19 | 9 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574528 | -575421 | -574935 | -418212 | -575984 | 618565 |
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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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