Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1906829.3611 | -114310.5213 | -1792518.8398 | 298761.7097 | -5991717.3978 | 6290479.1075 |
Total P&L (%) | -1906.8294 | -114.3105 | -1792.5188 | 298.7617 | -5991.7174 | 6290.4791 |
Avg Daily Profit (%) | -1.0154 | -0.0609 | -0.9545 | 0.0737 | 0 | 0.2216 |
Buy And Hold Return (%) | 536.0612 | 536.0612 | 536.0612 | 536.0612 | 536.0612 | 536.0612 |
Max Trade Drawdown | -2031222 | -172952 | -1858270 | -7143610 | -7239002 | -983110 |
Profit Factor | 0.1125 | 0.4865 | 0.0693 | 1.0306 | 0.2168 | 3.9959 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 60 | 28 | 32 | 62 | 29 | 33 |
Losing Trades | 17 | 11 | 6 | 15 | 10 | 5 |
Profitability (%) | 77.9221 | 71.7949 | 84.2105 | 80.5195 | 74.359 | 86.8421 |
Ratio Avg Win / Avg Loss | 0.0319 | 0.1911 | 0.013 | 0.2493 | 0.0748 | 0.6054 |
Largest Winning Trade | 16103 | 16103 | 9961 | 6677368 | 960301 | 6677368 |
Largest Losing Trade | -935069 | -80027 | -935069 | -5748171 | -5748171 | -983110 |
Avg Bars in Trades | 45 | 49 | 40 | 45 | 49 | 40 |
Avg Bars in Winners | 8 | 6 | 10 | 16 | 9 | 22 |
Avg Bars in Losers | 174 | 159 | 202 | 164 | 165 | 163 |
Bars Traded | 3486 | 1933 | 1553 | 3486 | 1933 | 1553 |
Profit Streak | 87.0002 | 87.0002 | 245.5002 | 87.0002 | 87.0002 | 245.5002 |
Trades During Streak | 16 | 8 | 15 | 16 | 8 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -621432 | -576350 | -574861 | -489165 | -576017 | 672313 |
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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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