Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1329431.8109 | -43001.8184 | -1286429.9925 | 6550.2877 | -12613517.2045 | 12620067.4922 |
Total P&L (%) | -1329.4318 | -43.0018 | -1286.43 | 6.5503 | -12613.5172 | 12620.0675 |
Avg Daily Profit (%) | -0.7045 | -0.0228 | -0.6817 | 0.0034 | 0 | 0.2571 |
Buy And Hold Return (%) | 416.511 | 416.511 | 416.511 | 416.511 | 416.511 | 416.511 |
Max Trade Drawdown | -1534342 | -204664 | -1403456 | -13111818 | -12754968 | -3444510 |
Profit Factor | 0.2546 | 0.8339 | 0.1562 | 1.0003 | 0.1888 | 3.3218 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 72 | 33 | 39 | 66 | 28 | 38 |
Losing Trades | 19 | 12 | 7 | 25 | 17 | 8 |
Profitability (%) | 79.1209 | 73.3333 | 84.7826 | 72.5275 | 62.2222 | 82.6087 |
Ratio Avg Win / Avg Loss | 0.0672 | 0.3032 | 0.028 | 0.3789 | 0.1147 | 0.6993 |
Largest Winning Trade | 32957 | 32957 | 18704 | 11616156 | 961642 | 11616156 |
Largest Losing Trade | -801283 | -73671 | -801283 | -9693319 | -9693319 | -2430076 |
Avg Bars in Trades | 40 | 50 | 30 | 40 | 50 | 30 |
Avg Bars in Winners | 10 | 13 | 8 | 14 | 10 | 17 |
Avg Bars in Losers | 151 | 152 | 149 | 107 | 115 | 89 |
Bars Traded | 3650 | 2257 | 1393 | 3650 | 2257 | 1393 |
Profit Streak | 95.4057 | 95.4057 | 264.4057 | 95.4057 | 95.4057 | 264.4057 |
Trades During Streak | 15 | 7 | 11 | 15 | 7 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574778 | -576164 | -574825 | -570807 | -577605 | 642245 |
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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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