Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1753752.5583 | -7321.6604 | -1746430.898 | 1014528.9956 | -7089669.2818 | 8104198.2775 |
Total P&L (%) | -1753.7526 | -7.3217 | -1746.4309 | 1014.529 | -7089.6693 | 8104.1983 |
Avg Daily Profit (%) | -0.7775 | -0.0032 | -0.7743 | 0.107 | 0 | 0.1956 |
Buy And Hold Return (%) | 441.5539 | 441.5539 | 441.5539 | 441.5539 | 441.5539 | 441.5539 |
Max Trade Drawdown | -1829965 | -101302 | -1801957 | -7842987 | -7223562 | -1588723 |
Profit Factor | 0.2456 | 0.977 | 0.1293 | 1.0591 | 0.3925 | 2.4711 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 69 | 34 | 35 | 63 | 31 | 32 |
Losing Trades | 24 | 12 | 12 | 30 | 15 | 15 |
Profitability (%) | 74.1935 | 73.913 | 74.4681 | 67.7419 | 67.3913 | 68.0851 |
Ratio Avg Win / Avg Loss | 0.0854 | 0.3448 | 0.0443 | 0.5043 | 0.1899 | 1.1583 |
Largest Winning Trade | 31618 | 31618 | 17752 | 9105234 | 753832 | 9105234 |
Largest Losing Trade | -1343921 | -58495 | -1343921 | -3347168 | -3347168 | -1313303 |
Avg Bars in Trades | 44 | 49 | 38 | 44 | 49 | 38 |
Avg Bars in Winners | 14 | 17 | 12 | 18 | 19 | 17 |
Avg Bars in Losers | 128 | 141 | 114 | 97 | 111 | 83 |
Bars Traded | 4099 | 2282 | 1817 | 4099 | 2282 | 1817 |
Profit Streak | 78.3895 | 78.3895 | 281.8895 | 78.3895 | 78.3895 | 281.8895 |
Trades During Streak | 7 | 3 | 8 | 7 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575557 | -576235 | -576067 | -207543 | -577080 | 557334 |
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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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