Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1234792.3621 | -16277.2126 | -1218515.1496 | 713117.6956 | -4780523.6766 | 5493641.3722 |
Total P&L (%) | -1234.7924 | -16.2772 | -1218.5152 | 713.1177 | -4780.5237 | 5493.6414 |
Avg Daily Profit (%) | -0.658 | -0.0087 | -0.6494 | 0.1117 | 0 | 0.2147 |
Buy And Hold Return (%) | 569.9803 | 569.9803 | 569.9803 | 569.9803 | 569.9803 | 569.9803 |
Max Trade Drawdown | -1327827 | -129672 | -1308343 | -6401621 | -6408574 | -1419615 |
Profit Factor | 0.2319 | 0.92 | 0.1322 | 1.071 | 0.3793 | 3.3399 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 62 | 30 | 32 | 60 | 28 | 32 |
Losing Trades | 17 | 9 | 8 | 19 | 11 | 8 |
Profitability (%) | 78.481 | 76.9231 | 80 | 75.9494 | 71.7949 | 80 |
Ratio Avg Win / Avg Loss | 0.0636 | 0.276 | 0.033 | 0.3391 | 0.149 | 0.835 |
Largest Winning Trade | 20197 | 20197 | 14634 | 3794965 | 767556 | 3794965 |
Largest Losing Trade | -794422 | -79499 | -794422 | -5477840 | -5477840 | -1170595 |
Avg Bars in Trades | 44 | 55 | 33 | 44 | 55 | 33 |
Avg Bars in Winners | 8 | 8 | 8 | 16 | 12 | 19 |
Avg Bars in Losers | 174 | 212 | 131 | 132 | 165 | 86 |
Bars Traded | 3499 | 2173 | 1326 | 3499 | 2173 | 1326 |
Profit Streak | 70.7863 | 82.7863 | 70.7863 | 70.7863 | 82.7863 | 70.7863 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -606403 | -575765 | -575330 | -301140 | -576429 | 619892 |
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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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