Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1213829.1678 | 62524.5298 | -1276353.6976 | -6256950.2401 | 3762182.1396 | -10019132.3796 |
Total P&L (%) | -1213.8292 | 62.5245 | -1276.3537 | -6256.9502 | 3762.1821 | -10019.1324 |
Avg Daily Profit (%) | -0.5609 | 0.0289 | -0.5898 | 0 | 0.169 | 0 |
Buy And Hold Return (%) | 483.5866 | 483.5866 | 483.5866 | 483.5866 | 483.5866 | 483.5866 |
Max Trade Drawdown | -1483462 | -146732 | -1426041 | -10693707 | -3261440 | -10200454 |
Profit Factor | 0.3541 | 1.2199 | 0.1997 | 0.6968 | 1.5558 | 0.2775 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 63 | 28 | 35 | 35 | 20 | 15 |
Losing Trades | 30 | 18 | 12 | 58 | 26 | 32 |
Profitability (%) | 67.7419 | 60.8696 | 74.4681 | 37.6344 | 43.4783 | 31.9149 |
Ratio Avg Win / Avg Loss | 0.1686 | 0.7842 | 0.0685 | 1.1547 | 2.0225 | 0.5919 |
Largest Winning Trade | 64431 | 64431 | 52032 | 5423087 | 5423087 | 1809508 |
Largest Losing Trade | -831696 | -67256 | -831696 | -4472665 | -1874166 | -4472665 |
Avg Bars in Trades | 65 | 65 | 65 | 65 | 65 | 65 |
Avg Bars in Winners | 28 | 28 | 27 | 92 | 111 | 66 |
Avg Bars in Losers | 144 | 123 | 177 | 49 | 30 | 65 |
Bars Traded | 6112 | 3024 | 3088 | 6112 | 3024 | 3088 |
Profit Streak | 0 | 0 | 0 | 42.2765 | 49.9432 | 42.2765 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577952 | -320649 | -577525 | -582684 | 310779 | -587178 |
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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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