Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -280137.2979 | 106391.5028 | -386528.8007 | 2810977.5871 | -631670.0281 | 3442647.6152 |
Total P&L (%) | -280.1373 | 106.3915 | -386.5288 | 2810.9776 | -631.67 | 3442.6476 |
Avg Daily Profit (%) | -0.1545 | 0.0587 | -0.2132 | 0.1861 | 0 | 0.197 |
Buy And Hold Return (%) | 325.9124 | 325.9124 | 325.9124 | 325.9124 | 325.9124 | 325.9124 |
Max Trade Drawdown | -591843 | -112191 | -613329 | -2778523 | -2565997 | -818350 |
Profit Factor | 0.6871 | 1.4316 | 0.4043 | 1.5446 | 0.8404 | 3.8595 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 76 | 37 | 39 | 72 | 32 | 40 |
Losing Trades | 16 | 9 | 7 | 20 | 14 | 6 |
Profitability (%) | 82.6087 | 80.4348 | 84.7826 | 78.2609 | 69.5652 | 86.9565 |
Ratio Avg Win / Avg Loss | 0.1447 | 0.3482 | 0.0726 | 0.4291 | 0.3677 | 0.5789 |
Largest Winning Trade | 23241 | 23241 | 17301 | 2006219 | 703203 | 2006219 |
Largest Losing Trade | -325756 | -71399 | -325756 | -2542329 | -2542329 | -771379 |
Avg Bars in Trades | 71 | 71 | 70 | 71 | 71 | 70 |
Avg Bars in Winners | 33 | 24 | 41 | 41 | 19 | 58 |
Avg Bars in Losers | 252 | 265 | 234 | 178 | 190 | 151 |
Bars Traded | 6563 | 3304 | 3259 | 6563 | 3304 | 3259 |
Profit Streak | 108.3011 | 153.3011 | 108.3011 | 108.3011 | 153.3011 | 108.3011 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574645 | -275751 | -574996 | 485445 | -576816 | 654680 |
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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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