Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1373882.9237 | 188203.6781 | -1562086.6017 | 7150858.111 | 2672740.1522 | 4478117.9588 |
Total P&L (%) | -1373.8829 | 188.2037 | -1562.0866 | 7150.8581 | 2672.7402 | 4478.118 |
Avg Daily Profit (%) | -0.7421 | 0.1017 | -0.8438 | 0.2317 | 0.1796 | 0.2068 |
Buy And Hold Return (%) | 165.884 | 165.884 | 165.884 | 165.884 | 165.884 | 165.884 |
Max Trade Drawdown | -307292 | -67700 | -275848 | -13648301 | -9093770 | -13964386 |
Profit Factor | 0.3815 | 1.6921 | 0.1987 | 1.1854 | 1.1424 | 1.2261 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 53 | 23 | 30 | 51 | 28 | 23 |
Losing Trades | 37 | 22 | 15 | 39 | 17 | 22 |
Profitability (%) | 58.8889 | 51.1111 | 66.6667 | 56.6667 | 62.2222 | 51.1111 |
Ratio Avg Win / Avg Loss | 0.2663 | 1.6185 | 0.0994 | 0.9064 | 0.6936 | 1.1728 |
Largest Winning Trade | 100630 | 100630 | 57158 | 8180919 | 3282339 | 8180919 |
Largest Losing Trade | -1626033 | -61365 | -1626033 | -8491400 | -8491400 | -5073328 |
Avg Bars in Trades | 79 | 72 | 86 | 79 | 72 | 86 |
Avg Bars in Winners | 52 | 52 | 53 | 81 | 90 | 70 |
Avg Bars in Losers | 117 | 93 | 151 | 76 | 43 | 102 |
Bars Traded | 7128 | 3255 | 3873 | 7128 | 3255 | 3873 |
Profit Streak | 5.6224 | 5.6224 | 87.6224 | 5.6224 | 5.6224 | 87.6224 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578210 | -177053 | -577591 | -7714 | -55339 | 320331 |
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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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