Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2261168.2786 | -112793.9008 | -2148374.3777 | 281717.4372 | 4048557.6103 | -3766840.1732 |
Total P&L (%) | -2261.1683 | -112.7939 | -2148.3744 | 281.7174 | 4048.5576 | -3766.8402 |
Avg Daily Profit (%) | -1.2108 | -0.0604 | -1.1504 | 0.0718 | 0.1997 | 0 |
Buy And Hold Return (%) | 465.0492 | 465.0492 | 465.0492 | 465.0492 | 465.0492 | 465.0492 |
Max Trade Drawdown | -2323153 | -152208 | -2202680 | -5676690 | -967882 | -8271655 |
Profit Factor | 0.1853 | 0.6299 | 0.1305 | 1.019 | 2.2856 | 0.6771 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 60 | 27 | 33 | 42 | 24 | 18 |
Losing Trades | 32 | 19 | 13 | 50 | 22 | 28 |
Profitability (%) | 65.2174 | 58.6957 | 71.7391 | 45.6522 | 52.1739 | 39.1304 |
Ratio Avg Win / Avg Loss | 0.0988 | 0.4432 | 0.0514 | 1.2131 | 2.0951 | 1.0533 |
Largest Winning Trade | 38015 | 25837 | 38015 | 2228441 | 1762431 | 2228441 |
Largest Losing Trade | -1481136 | -61490 | -1481136 | -3281145 | -757647 | -3281145 |
Avg Bars in Trades | 37 | 30 | 45 | 37 | 30 | 45 |
Avg Bars in Winners | 21 | 12 | 28 | 49 | 41 | 61 |
Avg Bars in Losers | 68 | 55 | 86 | 27 | 17 | 35 |
Bars Traded | 3462 | 1382 | 2080 | 3462 | 1382 | 2080 |
Profit Streak | 55.8595 | 79.8595 | 55.8595 | 55.8595 | 79.8595 | 55.8595 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576818 | -578614 | -576904 | -462506 | 493374 | -582283 |
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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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