Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -622850.6371 | 211413.2467 | -834263.8838 | 5158324.3718 | -2515399.6578 | 7673724.0297 |
Total P&L (%) | -622.8506 | 211.4132 | -834.2639 | 5158.3244 | -2515.3997 | 7673.724 |
Avg Daily Profit (%) | -0.2741 | 0.0931 | -0.3672 | 0.1746 | 0 | 0.1918 |
Buy And Hold Return (%) | 352.007 | 352.007 | 352.007 | 352.007 | 352.007 | 352.007 |
Max Trade Drawdown | -959659 | -72394 | -1048088 | -12943121 | -10805464 | -12042079 |
Profit Factor | 0.5642 | 1.9575 | 0.3097 | 1.1158 | 0.8847 | 1.3374 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 58 | 26 | 32 | 52 | 22 | 30 |
Losing Trades | 35 | 20 | 15 | 41 | 24 | 17 |
Profitability (%) | 62.3656 | 56.5217 | 68.0851 | 55.914 | 47.8261 | 63.8298 |
Ratio Avg Win / Avg Loss | 0.3405 | 1.5058 | 0.1452 | 0.8797 | 0.9651 | 0.7579 |
Largest Winning Trade | 66503 | 66503 | 52333 | 8554347 | 3572798 | 8554347 |
Largest Losing Trade | -860744 | -54705 | -860744 | -11561445 | -7313609 | -11561445 |
Avg Bars in Trades | 66 | 65 | 67 | 66 | 65 | 67 |
Avg Bars in Winners | 47 | 48 | 46 | 55 | 51 | 58 |
Avg Bars in Losers | 97 | 87 | 111 | 80 | 78 | 82 |
Bars Traded | 6155 | 3004 | 3151 | 6155 | 3004 | 3151 |
Profit Streak | 32.7971 | 39.4638 | 32.7971 | 32.7971 | 39.4638 | 32.7971 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577931 | -229330 | -577811 | -85019 | -581002 | 325012 |
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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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