Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2474772.9631 | -72358.334 | -2402414.6291 | -96936.7511 | 3301495.4733 | -3398432.2244 |
Total P&L (%) | -2474.773 | -72.3583 | -2402.4146 | -96.9368 | 3301.4955 | -3398.4322 |
Avg Daily Profit (%) | -1.1879 | -0.0347 | -1.1532 | -0.1672 | 0.1694 | 0 |
Buy And Hold Return (%) | 106.7416 | 106.7416 | 106.7416 | 106.7416 | 106.7416 | 106.7416 |
Max Trade Drawdown | -2097242 | -159850 | -2017787 | -12318324 | -1893890 | -11839423 |
Profit Factor | 0.2001 | 0.8009 | 0.1201 | 0.994 | 1.9974 | 0.7346 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 49 | 23 | 26 | 51 | 24 | 27 |
Losing Trades | 34 | 18 | 16 | 32 | 17 | 15 |
Profitability (%) | 59.0361 | 56.0976 | 61.9048 | 61.4458 | 58.5366 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.1389 | 0.6268 | 0.0739 | 0.6237 | 1.4148 | 0.4081 |
Largest Winning Trade | 39546 | 37499 | 39546 | 3757534 | 2516554 | 3757534 |
Largest Losing Trade | -1908008 | -79774 | -1908008 | -10767278 | -1893890 | -10767278 |
Avg Bars in Trades | 289 | 320 | 259 | 289 | 320 | 259 |
Avg Bars in Winners | 146 | 150 | 143 | 168 | 165 | 170 |
Avg Bars in Losers | 494 | 537 | 447 | 481 | 537 | 417 |
Bars Traded | 24002 | 13123 | 10879 | 24002 | 13123 | 10879 |
Profit Streak | 90.4797 | 90.4797 | 132.563 | 90.4797 | 90.4797 | 132.563 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579245 | -579393 | -578231 | -578933 | 437817 | -577923 |
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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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