Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1264880.0717 | 122778.875 | -1387658.9467 | 140086.1043 | -2856089.5255 | 2996175.6298 |
Total P&L (%) | -1264.8801 | 122.7789 | -1387.6589 | 140.0861 | -2856.0895 | 2996.1756 |
Avg Daily Profit (%) | -0.561 | 0.0545 | -0.6154 | 0.0389 | 0 | 0.1524 |
Buy And Hold Return (%) | 271.618 | 271.618 | 271.618 | 271.618 | 271.618 | 271.618 |
Max Trade Drawdown | -1421281 | -123277 | -1502183 | -5001528 | -3765712 | -1694401 |
Profit Factor | 0.4066 | 1.3076 | 0.199 | 1.0148 | 0.4963 | 1.7857 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 55 | 25 | 30 | 49 | 22 | 27 |
Losing Trades | 38 | 21 | 17 | 44 | 24 | 20 |
Profitability (%) | 59.1398 | 54.3478 | 63.8298 | 52.6882 | 47.8261 | 57.4468 |
Ratio Avg Win / Avg Loss | 0.2809 | 1.0984 | 0.1128 | 0.9112 | 0.5414 | 1.3228 |
Largest Winning Trade | 166449 | 166449 | 27920 | 3697802 | 1035382 | 3697802 |
Largest Losing Trade | -1199573 | -52346 | -1199573 | -2231893 | -2231893 | -918158 |
Avg Bars in Trades | 140 | 148 | 132 | 140 | 148 | 132 |
Avg Bars in Winners | 82 | 88 | 76 | 91 | 98 | 86 |
Avg Bars in Losers | 223 | 218 | 230 | 194 | 194 | 194 |
Bars Traded | 13026 | 6817 | 6209 | 13026 | 6817 | 6209 |
Profit Streak | 10.4148 | 0 | 139.4148 | 10.4148 | 0 | 139.4148 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578691 | -285215 | -577521 | -511478 | -581549 | 444082 |
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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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