Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1779955.102 | -85371.1977 | -1694583.9044 | 19266.282 | -2044653.8433 | 2063920.1254 |
Total P&L (%) | -1779.9551 | -85.3712 | -1694.5839 | 19.2663 | -2044.6538 | 2063.9201 |
Avg Daily Profit (%) | -0.9633 | -0.0462 | -0.9171 | 0.0095 | 0 | 0.1665 |
Buy And Hold Return (%) | 26.9084 | 26.9084 | 26.9084 | 26.9084 | 26.9084 | 26.9084 |
Max Trade Drawdown | -1892853 | -173889 | -1769448 | -4531603 | -3066022 | -3822592 |
Profit Factor | 0.2542 | 0.7569 | 0.1675 | 1.0014 | 0.684 | 1.2729 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 59 | 27 | 32 | 55 | 25 | 30 |
Losing Trades | 32 | 18 | 14 | 36 | 20 | 16 |
Profitability (%) | 64.8352 | 60 | 69.5652 | 60.4396 | 55.5556 | 65.2174 |
Ratio Avg Win / Avg Loss | 0.1379 | 0.5046 | 0.0733 | 0.6554 | 0.5472 | 0.6789 |
Largest Winning Trade | 28260 | 28260 | 27445 | 6021550 | 1864691 | 6021550 |
Largest Losing Trade | -1617902 | -65718 | -1617902 | -2814061 | -1848763 | -2814061 |
Avg Bars in Trades | 78 | 84 | 72 | 78 | 84 | 72 |
Avg Bars in Winners | 43 | 45 | 42 | 50 | 49 | 51 |
Avg Bars in Losers | 143 | 144 | 141 | 122 | 129 | 113 |
Bars Traded | 7176 | 3821 | 3355 | 7176 | 3821 | 3355 |
Profit Streak | 58.6472 | 84.3972 | 58.6472 | 58.6472 | 84.3972 | 58.6472 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576765 | -578051 | -576772 | -563387 | -578627 | 340031 |
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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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