Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1694389.4691 | -115139.3485 | -1579250.1206 | -61255.0919 | -3813260.949 | 3752005.8571 |
Total P&L (%) | -1694.3895 | -115.1393 | -1579.2501 | -61.2551 | -3813.2609 | 3752.0059 |
Avg Daily Profit (%) | -0.8987 | -0.0611 | -0.8377 | -0.0503 | 0 | 0.1939 |
Buy And Hold Return (%) | 358.3787 | 358.3787 | 358.3787 | 358.3787 | 358.3787 | 358.3787 |
Max Trade Drawdown | -1789217 | -181747 | -1611551 | -4965294 | -4518554 | -1684880 |
Profit Factor | 0.2183 | 0.6615 | 0.1358 | 0.9933 | 0.3566 | 2.166 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 69 | 31 | 38 | 65 | 28 | 37 |
Losing Trades | 23 | 15 | 8 | 27 | 18 | 9 |
Profitability (%) | 75 | 67.3913 | 82.6087 | 70.6522 | 60.8696 | 80.4348 |
Ratio Avg Win / Avg Loss | 0.0728 | 0.3201 | 0.0286 | 0.4126 | 0.2293 | 0.5269 |
Largest Winning Trade | 20016 | 17041 | 20016 | 4307553 | 580378 | 4307553 |
Largest Losing Trade | -1219836 | -59826 | -1219836 | -2982004 | -2982004 | -1491334 |
Avg Bars in Trades | 58 | 68 | 48 | 58 | 68 | 48 |
Avg Bars in Winners | 23 | 25 | 21 | 28 | 28 | 28 |
Avg Bars in Losers | 164 | 157 | 177 | 129 | 130 | 128 |
Bars Traded | 5374 | 3151 | 2223 | 5374 | 3151 | 2223 |
Profit Streak | 86.8279 | 86.8279 | 131.8279 | 86.8279 | 86.8279 | 131.8279 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575431 | -577043 | -575177 | -575995 | -577888 | 529805 |
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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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