Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1322749.1233 | -31764.8738 | -1290984.2495 | 10609.6181 | -13087851.8885 | 13098461.5066 |
Total P&L (%) | -1322.7491 | -31.7649 | -1290.9842 | 10.6096 | -13087.8519 | 13098.4615 |
Avg Daily Profit (%) | -0.7032 | -0.0169 | -0.6863 | 0.0054 | 0 | 0.2599 |
Buy And Hold Return (%) | 651.2961 | 651.2961 | 651.2961 | 651.2961 | 651.2961 | 651.2961 |
Max Trade Drawdown | -1535997 | -204664 | -1405111 | -13611349 | -13240904 | -3574997 |
Profit Factor | 0.2563 | 0.8735 | 0.1548 | 1.0005 | 0.1887 | 3.3204 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 70 | 33 | 37 | 64 | 28 | 36 |
Losing Trades | 19 | 11 | 8 | 25 | 16 | 9 |
Profitability (%) | 78.6517 | 75 | 82.2222 | 71.9101 | 63.6364 | 80 |
Ratio Avg Win / Avg Loss | 0.0696 | 0.2912 | 0.0335 | 0.3908 | 0.1078 | 0.8301 |
Largest Winning Trade | 36507 | 36507 | 26711 | 12058706 | 998279 | 12058706 |
Largest Losing Trade | -802938 | -73671 | -802938 | -10062613 | -10062613 | -2521916 |
Avg Bars in Trades | 40 | 50 | 30 | 40 | 50 | 30 |
Avg Bars in Winners | 10 | 13 | 8 | 14 | 10 | 17 |
Avg Bars in Losers | 149 | 160 | 134 | 106 | 119 | 83 |
Bars Traded | 3574 | 2202 | 1372 | 3574 | 2202 | 1372 |
Profit Streak | 89.2532 | 89.2532 | 258.2532 | 89.2532 | 89.2532 | 258.2532 |
Trades During Streak | 15 | 7 | 11 | 15 | 7 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574839 | -575945 | -575079 | -568029 | -577418 | 633705 |
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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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