Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2061307.2521 | -68933.0811 | -1992374.171 | 1691943.6793 | -13889224.8914 | 15581168.5707 |
Total P&L (%) | -2061.3073 | -68.9331 | -1992.3742 | 1691.9437 | -13889.2249 | 15581.1686 |
Avg Daily Profit (%) | -1.1529 | -0.0386 | -1.1143 | 0.1615 | 0 | 0.2831 |
Buy And Hold Return (%) | 280.385 | 280.385 | 280.385 | 280.385 | 280.385 | 280.385 |
Max Trade Drawdown | -2256760 | -222846 | -1362278 | -14153654 | -14594039 | -583041 |
Profit Factor | 0.1717 | 0.7713 | 0.0891 | 1.0989 | 0.0859 | 9.1368 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 64 | 31 | 33 | 64 | 30 | 34 |
Losing Trades | 28 | 15 | 13 | 28 | 16 | 12 |
Profitability (%) | 69.5652 | 67.3913 | 71.7391 | 69.5652 | 65.2174 | 73.913 |
Ratio Avg Win / Avg Loss | 0.0751 | 0.3732 | 0.0351 | 0.4808 | 0.0458 | 3.2248 |
Largest Winning Trade | 69715 | 69715 | 14754 | 15675006 | 192527 | 15675006 |
Largest Losing Trade | -1323219 | -70082 | -1323219 | -6814290 | -6814290 | -803825 |
Avg Bars in Trades | 55 | 67 | 44 | 55 | 67 | 44 |
Avg Bars in Winners | 18 | 21 | 15 | 23 | 17 | 28 |
Avg Bars in Losers | 142 | 162 | 118 | 130 | 160 | 90 |
Bars Traded | 5138 | 3091 | 2047 | 5138 | 3091 | 2047 |
Profit Streak | 30.5435 | 30.5435 | 32.8769 | 30.5435 | 30.5435 | 32.8769 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576044 | -576948 | -576351 | -101619 | -577230 | 791451 |
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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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