Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1496951.2824 | 43539.3694 | -1540490.6518 | 3040259.9989 | 1345149.2384 | 1695110.7605 |
Total P&L (%) | -1496.9513 | 43.5394 | -1540.4907 | 3040.26 | 1345.1492 | 1695.1108 |
Avg Daily Profit (%) | -0.8107 | 0.0236 | -0.8343 | 0.1868 | 0.1447 | 0.1565 |
Buy And Hold Return (%) | 204.4693 | 204.4693 | 204.4693 | 204.4693 | 204.4693 | 204.4693 |
Max Trade Drawdown | -1588486 | -107226 | -1616122 | -6844224 | -3000985 | -4111542 |
Profit Factor | 0.2829 | 1.1831 | 0.1672 | 1.2057 | 1.1957 | 1.2144 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 51 | 26 | 25 | 45 | 26 | 19 |
Losing Trades | 36 | 17 | 19 | 42 | 17 | 25 |
Profitability (%) | 58.6207 | 60.4651 | 56.8182 | 51.7241 | 60.4651 | 43.1818 |
Ratio Avg Win / Avg Loss | 0.1997 | 0.7736 | 0.1271 | 1.1253 | 0.7818 | 1.5979 |
Largest Winning Trade | 46129 | 46129 | 28472 | 4409892 | 3106071 | 4409892 |
Largest Losing Trade | -1505708 | -70098 | -1505708 | -1784640 | -1784640 | -1405572 |
Avg Bars in Trades | 79 | 87 | 71 | 79 | 87 | 71 |
Avg Bars in Winners | 37 | 28 | 47 | 70 | 83 | 53 |
Avg Bars in Losers | 137 | 177 | 102 | 87 | 93 | 84 |
Bars Traded | 6882 | 3748 | 3134 | 6882 | 3748 | 3134 |
Profit Streak | 75.9812 | 76.2312 | 75.9812 | 75.9812 | 76.2312 | 75.9812 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578463 | -345933 | -579277 | 318725 | -4631 | 226889 |
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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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