Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1573648.7806 | -45230.8693 | -1528417.9112 | 336053.337 | 2202437.0806 | -1866383.7435 |
Total P&L (%) | -1573.6488 | -45.2309 | -1528.4179 | 336.0533 | 2202.4371 | -1866.3837 |
Avg Daily Profit (%) | -0.8517 | -0.0245 | -0.8272 | 0.0797 | 0.1699 | 0 |
Buy And Hold Return (%) | 191.2646 | 191.2646 | 191.2646 | 191.2646 | 191.2646 | 191.2646 |
Max Trade Drawdown | -326518 | -130454 | -291736 | -2972431 | -1380277 | -3722906 |
Profit Factor | 0.236 | 0.8394 | 0.1404 | 1.0348 | 1.5729 | 0.6793 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 71 | 33 | 38 | 51 | 26 | 25 |
Losing Trades | 26 | 15 | 11 | 46 | 22 | 24 |
Profitability (%) | 73.1959 | 68.75 | 77.551 | 52.5773 | 54.1667 | 51.0204 |
Ratio Avg Win / Avg Loss | 0.0864 | 0.3815 | 0.0407 | 0.9333 | 1.3309 | 0.6522 |
Largest Winning Trade | 41506 | 41506 | 29377 | 2008104 | 2008104 | 1926143 |
Largest Losing Trade | -1445946 | -70436 | -1445946 | -1445946 | -817694 | -1445946 |
Avg Bars in Trades | 54 | 57 | 51 | 54 | 57 | 51 |
Avg Bars in Winners | 19 | 18 | 20 | 49 | 64 | 34 |
Avg Bars in Losers | 147 | 141 | 155 | 58 | 48 | 68 |
Bars Traded | 5244 | 2742 | 2502 | 5244 | 2742 | 2502 |
Profit Streak | 40.1575 | 40.1575 | 97.1575 | 40.1575 | 40.1575 | 97.1575 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575807 | -577710 | -575671 | -276931 | 385526 | -579110 |
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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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