Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -465984.5845 | 59191.9762 | -525176.5606 | 3844254.8136 | 419335.5355 | 3424919.2781 |
Total P&L (%) | -465.9846 | 59.192 | -525.1766 | 3844.2548 | 419.3355 | 3424.9193 |
Avg Daily Profit (%) | -0.2487 | 0.0316 | -0.2803 | 0.1963 | 0.088 | 0.1903 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -692284 | -60240 | -695707 | -7205683 | -2361211 | -5748801 |
Profit Factor | 0.5835 | 1.3058 | 0.4325 | 1.2444 | 1.0599 | 1.3925 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 53 | 26 | 27 | 53 | 27 | 26 |
Losing Trades | 41 | 21 | 20 | 41 | 20 | 21 |
Profitability (%) | 56.383 | 55.3191 | 57.4468 | 56.383 | 57.4468 | 55.3191 |
Ratio Avg Win / Avg Loss | 0.4514 | 1.0547 | 0.3204 | 0.9626 | 0.7851 | 1.1247 |
Largest Winning Trade | 42864 | 33002 | 42864 | 2572693 | 1340133 | 2572693 |
Largest Losing Trade | -572587 | -42133 | -572587 | -3830006 | -1836315 | -3830006 |
Avg Bars in Trades | 56 | 40 | 72 | 56 | 40 | 72 |
Avg Bars in Winners | 41 | 33 | 49 | 45 | 35 | 56 |
Avg Bars in Losers | 75 | 49 | 103 | 70 | 47 | 92 |
Bars Traded | 5307 | 1896 | 3411 | 5307 | 1896 | 3411 |
Profit Streak | 62.4529 | 122.7862 | 0 | 62.4529 | 122.7862 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579140 | -149556 | -579731 | 277962 | -229862 | 337493 |
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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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