Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1381007.2662 | -99675.1816 | -1281332.0846 | 23637.5426 | -2763802.0449 | 2787439.5875 |
Total P&L (%) | -1381.0073 | -99.6752 | -1281.3321 | 23.6375 | -2763.802 | 2787.4396 |
Avg Daily Profit (%) | -0.7364 | -0.0532 | -0.6833 | 0.0113 | 0 | 0.1795 |
Buy And Hold Return (%) | 195.7943 | 195.7943 | 195.7943 | 195.7943 | 195.7943 | 195.7943 |
Max Trade Drawdown | -1484281 | -175398 | -1316820 | -4610326 | -4028854 | -1989720 |
Profit Factor | 0.262 | 0.7146 | 0.1581 | 1.0027 | 0.442 | 1.7641 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 59 | 25 | 34 | 57 | 24 | 33 |
Losing Trades | 35 | 22 | 13 | 37 | 23 | 14 |
Profitability (%) | 62.766 | 53.1915 | 72.3404 | 60.6383 | 51.0638 | 70.2128 |
Ratio Avg Win / Avg Loss | 0.1554 | 0.6289 | 0.0605 | 0.6509 | 0.4236 | 0.7484 |
Largest Winning Trade | 39320 | 39320 | 26847 | 3263539 | 723041 | 3263539 |
Largest Losing Trade | -956638 | -58401 | -956638 | -2746194 | -2746194 | -1813903 |
Avg Bars in Trades | 117 | 142 | 93 | 117 | 142 | 93 |
Avg Bars in Winners | 58 | 76 | 44 | 75 | 96 | 60 |
Avg Bars in Losers | 218 | 217 | 219 | 182 | 190 | 169 |
Bars Traded | 11067 | 6688 | 4379 | 11067 | 6688 | 4379 |
Profit Streak | 31.4053 | 31.4053 | 37.9053 | 31.4053 | 31.4053 | 37.9053 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577414 | -579742 | -576812 | -559580 | -580018 | 436313 |
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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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