Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1192947.2424 | 108573.0652 | -1301520.3076 | 146443.0483 | -6519561.8108 | 6666004.8591 |
Total P&L (%) | -1192.9472 | 108.5731 | -1301.5203 | 146.443 | -6519.5618 | 6666.0049 |
Avg Daily Profit (%) | -0.6415 | 0.0584 | -0.6999 | 0.0485 | 0 | 0.2269 |
Buy And Hold Return (%) | 218.2195 | 218.2195 | 218.2195 | 218.2195 | 218.2195 | 218.2195 |
Max Trade Drawdown | -1355852 | -145168 | -1378607 | -16893144 | -9972271 | -8311182 |
Profit Factor | 0.4257 | 1.3931 | 0.2774 | 1.0039 | 0.5791 | 1.3008 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 52 | 22 | 30 | 44 | 23 | 21 |
Losing Trades | 38 | 23 | 15 | 46 | 22 | 24 |
Profitability (%) | 57.7778 | 48.8889 | 66.6667 | 48.8889 | 51.1111 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.3111 | 1.4564 | 0.1387 | 1.0495 | 0.5539 | 1.4866 |
Largest Winning Trade | 72928 | 72928 | 37524 | 12397597 | 3340239 | 12397597 |
Largest Losing Trade | -1196316 | -72786 | -1196316 | -5918213 | -5918213 | -2689563 |
Avg Bars in Trades | 243 | 139 | 348 | 243 | 139 | 348 |
Avg Bars in Winners | 147 | 100 | 182 | 232 | 135 | 339 |
Avg Bars in Losers | 375 | 176 | 680 | 254 | 142 | 356 |
Bars Traded | 21936 | 6263 | 15672 | 21936 | 6263 | 15672 |
Profit Streak | 95.6409 | 95.6409 | 122.7242 | 95.6409 | 95.6409 | 122.7242 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578048 | -279091 | -577165 | -508856 | -579209 | 306434 |
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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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