Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1388929.5424 | -9221.7109 | -1379707.8315 | 285912.1933 | -8466055.8351 | 8751968.0284 |
Total P&L (%) | -1388.9295 | -9.2217 | -1379.7078 | 285.9122 | -8466.0558 | 8751.968 |
Avg Daily Profit (%) | -0.7384 | -0.0049 | -0.7335 | 0.0718 | 0 | 0.2386 |
Buy And Hold Return (%) | 666.4961 | 666.4961 | 666.4961 | 666.4961 | 666.4961 | 666.4961 |
Max Trade Drawdown | -1527883 | -130854 | -1465494 | -9532268 | -9254401 | -1868838 |
Profit Factor | 0.2393 | 0.9664 | 0.1106 | 1.0201 | 0.2544 | 4.0269 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 76 | 37 | 39 | 66 | 31 | 35 |
Losing Trades | 19 | 10 | 9 | 29 | 16 | 13 |
Profitability (%) | 80 | 78.7234 | 81.25 | 69.4737 | 65.9574 | 72.9167 |
Ratio Avg Win / Avg Loss | 0.0598 | 0.2612 | 0.0255 | 0.4482 | 0.1313 | 1.4957 |
Largest Winning Trade | 25749 | 25749 | 13472 | 8703603 | 771758 | 8703603 |
Largest Losing Trade | -906309 | -84830 | -906309 | -8272986 | -8272986 | -1700925 |
Avg Bars in Trades | 37 | 52 | 21 | 37 | 52 | 21 |
Avg Bars in Winners | 7 | 8 | 7 | 13 | 12 | 13 |
Avg Bars in Losers | 153 | 214 | 86 | 91 | 130 | 43 |
Bars Traded | 3522 | 2471 | 1052 | 3522 | 2471 | 1052 |
Profit Streak | 88.3986 | 88.8986 | 88.3986 | 88.3986 | 88.8986 | 88.3986 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574691 | -575482 | -574909 | -458220 | -577137 | 690022 |
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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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