Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1816744.0149 | -102069.2552 | -1714674.7597 | 62006.064 | -5664215.0246 | 5726221.0885 |
Total P&L (%) | -1816.744 | -102.0693 | -1714.6748 | 62.0061 | -5664.215 | 5726.2211 |
Avg Daily Profit (%) | -0.8033 | -0.0451 | -0.7581 | 0.0213 | 0 | 0.1799 |
Buy And Hold Return (%) | 334.2105 | 334.2105 | 334.2105 | 334.2105 | 334.2105 | 334.2105 |
Max Trade Drawdown | -1889250 | -172322 | -1796156 | -9023334 | -7041289 | -2014349 |
Profit Factor | 0.2289 | 0.728 | 0.1343 | 1.0049 | 0.3439 | 2.4296 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 65 | 30 | 35 | 57 | 25 | 32 |
Losing Trades | 30 | 17 | 13 | 38 | 22 | 16 |
Profitability (%) | 68.4211 | 63.8298 | 72.9167 | 60 | 53.1915 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.1056 | 0.4125 | 0.0499 | 0.6699 | 0.3026 | 1.2148 |
Largest Winning Trade | 27590 | 27590 | 19460 | 7401881 | 1678833 | 7401881 |
Largest Losing Trade | -1190903 | -58486 | -1190903 | -3936172 | -3936172 | -1353785 |
Avg Bars in Trades | 67 | 76 | 59 | 67 | 76 | 59 |
Avg Bars in Winners | 25 | 27 | 23 | 26 | 23 | 28 |
Avg Bars in Losers | 160 | 163 | 156 | 129 | 136 | 120 |
Bars Traded | 6432 | 3587 | 2845 | 6432 | 3587 | 2845 |
Profit Streak | 81.5508 | 81.5508 | 285.2174 | 81.5508 | 81.5508 | 285.2174 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576400 | -577941 | -576283 | -543927 | -579320 | 542467 |
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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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