Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -403092.0063 | 48354.3261 | -451446.3324 | 6426609.0715 | 1959049.9122 | 4467559.1593 |
Total P&L (%) | -403.092 | 48.3543 | -451.4463 | 6426.6091 | 1959.0499 | 4467.5592 |
Avg Daily Profit (%) | -0.2226 | 0.0267 | -0.2493 | 0.231 | 0.1672 | 0.2112 |
Buy And Hold Return (%) | 1085.0196 | 1085.0196 | 1085.0196 | 1085.0196 | 1085.0196 | 1085.0196 |
Max Trade Drawdown | -746814 | -84828 | -718546 | -2715296 | -1966975 | -2483896 |
Profit Factor | 0.576 | 1.3443 | 0.4429 | 2.1263 | 1.7336 | 2.4717 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 71 | 33 | 38 | 71 | 32 | 39 |
Losing Trades | 20 | 13 | 7 | 20 | 14 | 6 |
Profitability (%) | 78.022 | 71.7391 | 84.4444 | 78.022 | 69.5652 | 86.6667 |
Ratio Avg Win / Avg Loss | 0.1623 | 0.5296 | 0.0816 | 0.599 | 0.7584 | 0.3803 |
Largest Winning Trade | 35499 | 23241 | 35499 | 973416 | 855835 | 973416 |
Largest Losing Trade | -411586 | -36869 | -411586 | -1498881 | -1325768 | -1498881 |
Avg Bars in Trades | 69 | 15 | 125 | 69 | 15 | 125 |
Avg Bars in Winners | 27 | 6 | 45 | 40 | 6 | 67 |
Avg Bars in Losers | 221 | 40 | 556 | 175 | 37 | 498 |
Bars Traded | 6358 | 726 | 5632 | 6358 | 726 | 5632 |
Profit Streak | 10.2877 | 177.5377 | 10.2877 | 10.2877 | 177.5377 | 10.2877 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575086 | -319743 | -575734 | 523516 | 156646 | 475508 |
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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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