Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1131868.9399 | -1578.568 | -1130290.3718 | 300696.8975 | -8110971.0641 | 8411667.9617 |
Total P&L (%) | -1131.8689 | -1.5786 | -1130.2904 | 300.6969 | -8110.9711 | 8411.668 |
Avg Daily Profit (%) | -0.6012 | -0.0008 | -0.6004 | 0.0738 | 0 | 0.2363 |
Buy And Hold Return (%) | 476.1768 | 476.1768 | 476.1768 | 476.1768 | 476.1768 | 476.1768 |
Max Trade Drawdown | -1333550 | -155229 | -1249972 | -9568572 | -9150426 | -2429556 |
Profit Factor | 0.274 | 0.993 | 0.1516 | 1.0196 | 0.295 | 3.1999 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 70 | 34 | 36 | 68 | 32 | 36 |
Losing Trades | 17 | 9 | 8 | 19 | 11 | 8 |
Profitability (%) | 80.4598 | 79.0698 | 81.8182 | 78.1609 | 74.4186 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.0665 | 0.2629 | 0.0337 | 0.2849 | 0.1014 | 0.7111 |
Largest Winning Trade | 32802 | 32802 | 18924 | 7844695 | 652542 | 7844695 |
Largest Losing Trade | -690614 | -81406 | -690614 | -7945322 | -7945322 | -2249262 |
Avg Bars in Trades | 62 | 78 | 47 | 62 | 78 | 47 |
Avg Bars in Winners | 14 | 17 | 11 | 24 | 22 | 25 |
Avg Bars in Losers | 261 | 310 | 207 | 200 | 240 | 144 |
Bars Traded | 5439 | 3369 | 2070 | 5439 | 3369 | 2070 |
Profit Streak | 90.9167 | 90.9167 | 255.9167 | 90.9167 | 90.9167 | 255.9167 |
Trades During Streak | 15 | 7 | 12 | 15 | 7 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574626 | -575428 | -575107 | -454992 | -576031 | 624826 |
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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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