Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2099966.2049 | 70771.3424 | -2170737.5473 | 241270.6972 | -7259695.5239 | 7500966.2211 |
Total P&L (%) | -2099.9662 | 70.7713 | -2170.7375 | 241.2707 | -7259.6955 | 7500.9662 |
Avg Daily Profit (%) | -1.1763 | 0.0396 | -1.216 | 0.0688 | 0 | 0.2429 |
Buy And Hold Return (%) | 296.7693 | 296.7693 | 296.7693 | 296.7693 | 296.7693 | 296.7693 |
Max Trade Drawdown | -2233979 | -186451 | -2274379 | -6859407 | -7491698 | -891241 |
Profit Factor | 0.2562 | 1.2037 | 0.1233 | 1.0205 | 0.242 | 4.4552 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 53 | 22 | 31 | 51 | 19 | 32 |
Losing Trades | 28 | 18 | 10 | 30 | 21 | 9 |
Profitability (%) | 65.4321 | 55 | 75.6098 | 62.963 | 47.5 | 78.0488 |
Ratio Avg Win / Avg Loss | 0.1354 | 0.9849 | 0.0398 | 0.6003 | 0.2675 | 1.253 |
Largest Winning Trade | 98252 | 98252 | 24364 | 5209104 | 944964 | 5209104 |
Largest Losing Trade | -2108488 | -77140 | -2108488 | -5270442 | -5270442 | -753372 |
Avg Bars in Trades | 129 | 155 | 103 | 129 | 155 | 103 |
Avg Bars in Winners | 55 | 61 | 51 | 79 | 68 | 85 |
Avg Bars in Losers | 268 | 270 | 264 | 214 | 234 | 167 |
Bars Traded | 10459 | 6228 | 4231 | 10459 | 6228 | 4231 |
Profit Streak | 43.6855 | 43.6855 | 60.8521 | 43.6855 | 43.6855 | 60.8521 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -593235 | -306232 | -576030 | -479253 | -580734 | 711084 |
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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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