Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1237598.3671 | -17694.244 | -1219904.123 | 690827.2715 | -4778146.1896 | 5468973.4611 |
Total P&L (%) | -1237.5984 | -17.6942 | -1219.9041 | 690.8273 | -4778.1462 | 5468.9735 |
Avg Daily Profit (%) | -0.6564 | -0.0094 | -0.647 | 0.1097 | 0 | 0.2134 |
Buy And Hold Return (%) | 356.7479 | 356.7479 | 356.7479 | 356.7479 | 356.7479 | 356.7479 |
Max Trade Drawdown | -1330633 | -131089 | -1308343 | -6415021 | -6402684 | -1419615 |
Profit Factor | 0.2302 | 0.9131 | 0.1312 | 1.0692 | 0.3758 | 3.3548 |
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 | 0.0631 | 0.2739 | 0.0328 | 0.3386 | 0.1476 | 0.8387 |
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 | 2171 | 1328 | 3499 | 2171 | 1328 |
Profit Streak | 79.7312 | 91.7312 | 79.7312 | 79.7312 | 91.7312 | 79.7312 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -606412 | -575780 | -575352 | -225380 | -576445 | 619744 |
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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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