Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2148543.4846 | -87861.4341 | -2060682.0505 | 274105.5983 | 4354285.6665 | -4080180.0682 |
Total P&L (%) | -2148.5435 | -87.8614 | -2060.6821 | 274.1056 | 4354.2857 | -4080.1801 |
Avg Daily Profit (%) | -1.1507 | -0.0471 | -1.1036 | 0.0707 | 0.2035 | 0 |
Buy And Hold Return (%) | 486.1125 | 486.1125 | 486.1125 | 486.1125 | 486.1125 | 486.1125 |
Max Trade Drawdown | -2268892 | -150193 | -2151954 | -3471100 | -537993 | -5927572 |
Profit Factor | 0.2331 | 0.7578 | 0.155 | 1.0254 | 3.3863 | 0.5457 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 60 | 26 | 34 | 50 | 28 | 22 |
Losing Trades | 35 | 21 | 14 | 45 | 19 | 26 |
Profitability (%) | 63.1579 | 55.3191 | 70.8333 | 52.6316 | 59.5745 | 45.8333 |
Ratio Avg Win / Avg Loss | 0.136 | 0.6121 | 0.0638 | 0.9228 | 2.2978 | 0.6449 |
Largest Winning Trade | 31310 | 26955 | 31310 | 2037153 | 1559256 | 2037153 |
Largest Losing Trade | -1455239 | -53892 | -1455239 | -3184310 | -373944 | -3184310 |
Avg Bars in Trades | 115 | 122 | 107 | 115 | 122 | 107 |
Avg Bars in Winners | 63 | 59 | 66 | 135 | 150 | 117 |
Avg Bars in Losers | 204 | 201 | 208 | 92 | 82 | 99 |
Bars Traded | 10933 | 5765 | 5168 | 10933 | 5765 | 5168 |
Profit Streak | 57.6536 | 79.1536 | 57.6536 | 57.6536 | 79.1536 | 57.6536 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577360 | -579044 | -577009 | -456575 | 605847 | -581330 |
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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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