Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -970862.3443 | 109255.043 | -1080117.3873 | 7900091.077 | -3012798.4202 | 10912889.4972 |
Total P&L (%) | -970.8623 | 109.255 | -1080.1174 | 7900.0911 | -3012.7984 | 10912.8895 |
Avg Daily Profit (%) | -0.428 | 0.0482 | -0.4761 | 0.1934 | 0 | 0.2075 |
Buy And Hold Return (%) | 493.8538 | 493.8538 | 493.8538 | 493.8538 | 493.8538 | 493.8538 |
Max Trade Drawdown | -1185231 | -91101 | -1216285 | -12470949 | -12523941 | -4644335 |
Profit Factor | 0.3288 | 1.7649 | 0.1715 | 1.3508 | 0.8091 | 2.6179 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 75 | 37 | 38 | 69 | 32 | 37 |
Losing Trades | 18 | 9 | 9 | 24 | 14 | 10 |
Profitability (%) | 80.6452 | 80.4348 | 80.8511 | 74.1935 | 69.5652 | 78.7234 |
Ratio Avg Win / Avg Loss | 0.0789 | 0.4293 | 0.0406 | 0.4698 | 0.354 | 0.7075 |
Largest Winning Trade | 22035 | 22035 | 18063 | 4150107 | 1413764 | 4150107 |
Largest Losing Trade | -945784 | -41254 | -945784 | -6177410 | -6177410 | -4644335 |
Avg Bars in Trades | 38 | 40 | 37 | 38 | 40 | 37 |
Avg Bars in Winners | 10 | 9 | 11 | 17 | 10 | 23 |
Avg Bars in Losers | 157 | 167 | 147 | 100 | 108 | 88 |
Bars Traded | 3604 | 1847 | 1757 | 3604 | 1847 | 1757 |
Profit Streak | 330.7015 | 330.7015 | 486.7015 | 330.7015 | 330.7015 | 486.7015 |
Trades During Streak | 11 | 5 | 7 | 11 | 5 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574798 | -288409 | -575318 | 427389 | -576782 | 559011 |
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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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