Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -875667.9203 | 51185.598 | -926853.5183 | 3500612.3244 | -3289875.655 | 6790487.9794 |
Total P&L (%) | -875.6679 | 51.1856 | -926.8535 | 3500.6123 | -3289.8757 | 6790.488 |
Avg Daily Profit (%) | -0.4659 | 0.0272 | -0.4931 | 0.1909 | 0 | 0.2255 |
Buy And Hold Return (%) | 267.052 | 267.052 | 267.052 | 267.052 | 267.052 | 267.052 |
Max Trade Drawdown | -1036936 | -90586 | -1072790 | -3367455 | -4696855 | -1911522 |
Profit Factor | 0.3672 | 1.2726 | 0.2251 | 1.3188 | 0.535 | 2.7385 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 68 | 35 | 33 | 64 | 30 | 34 |
Losing Trades | 24 | 11 | 13 | 28 | 16 | 12 |
Profitability (%) | 73.913 | 76.087 | 71.7391 | 69.5652 | 65.2174 | 73.913 |
Ratio Avg Win / Avg Loss | 0.1296 | 0.4 | 0.0887 | 0.577 | 0.2853 | 0.9665 |
Largest Winning Trade | 22512 | 22050 | 22512 | 5200485 | 540622 | 5200485 |
Largest Losing Trade | -871557 | -54350 | -871557 | -2532224 | -2532224 | -1394463 |
Avg Bars in Trades | 39 | 44 | 34 | 39 | 44 | 34 |
Avg Bars in Winners | 15 | 11 | 19 | 20 | 16 | 23 |
Avg Bars in Losers | 106 | 149 | 70 | 82 | 96 | 65 |
Bars Traded | 3596 | 2030 | 1566 | 3596 | 2030 | 1566 |
Profit Streak | 49.9303 | 49.9303 | 68.4303 | 49.9303 | 49.9303 | 68.4303 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575551 | -319150 | -576453 | 401547 | -577315 | 551133 |
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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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