Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1566338.1652 | 58092.6701 | -1624430.8353 | 12854804.1957 | 1958706.4165 | 10896097.7792 |
Total P&L (%) | -1566.3382 | 58.0927 | -1624.4308 | 12854.8042 | 1958.7064 | 10896.0978 |
Avg Daily Profit (%) | -0.6932 | 0.0257 | -0.7189 | 0.2155 | 0.134 | 0.2082 |
Buy And Hold Return (%) | 331.316 | 331.316 | 331.316 | 331.316 | 331.316 | 331.316 |
Max Trade Drawdown | -1845415 | -46568 | -1815366 | -20985540 | -7605655 | -19806031 |
Profit Factor | 0.293 | 1.309 | 0.1987 | 1.2203 | 1.0868 | 1.3045 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 56 | 28 | 28 | 56 | 27 | 29 |
Losing Trades | 36 | 18 | 18 | 36 | 19 | 17 |
Profitability (%) | 60.8696 | 60.8696 | 60.8696 | 60.8696 | 58.6957 | 63.0435 |
Ratio Avg Win / Avg Loss | 0.1883 | 0.8415 | 0.1278 | 0.7845 | 0.7648 | 0.7647 |
Largest Winning Trade | 32785 | 32785 | 29272 | 9144504 | 6277033 | 9144504 |
Largest Losing Trade | -1397415 | -46568 | -1397415 | -11350642 | -7605655 | -11350642 |
Avg Bars in Trades | 47 | 17 | 77 | 47 | 17 | 77 |
Avg Bars in Winners | 37 | 14 | 59 | 45 | 14 | 74 |
Avg Bars in Losers | 64 | 23 | 104 | 51 | 22 | 83 |
Bars Traded | 4376 | 813 | 3563 | 4376 | 813 | 3563 |
Profit Streak | 20.2125 | 86.2125 | 20.2125 | 20.2125 | 86.2125 | 20.2125 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578061 | -323513 | -578740 | 317419 | -139213 | 319383 |
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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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