Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -845782.8524 | 115415.5465 | -961198.3989 | 3176778.2849 | -1701125.2575 | 4877903.5424 |
Total P&L (%) | -845.7829 | 115.4155 | -961.1984 | 3176.7783 | -1701.1253 | 4877.9035 |
Avg Daily Profit (%) | -0.3742 | 0.0511 | -0.4253 | 0.1545 | 0 | 0.1731 |
Buy And Hold Return (%) | 532.7475 | 532.7475 | 532.7475 | 532.7475 | 532.7475 | 532.7475 |
Max Trade Drawdown | -1061792 | -79477 | -1093893 | -5898254 | -5574601 | -2383489 |
Profit Factor | 0.3632 | 1.8047 | 0.1887 | 1.2629 | 0.7848 | 2.1674 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 78 | 41 | 37 | 76 | 37 | 39 |
Losing Trades | 21 | 8 | 13 | 23 | 12 | 11 |
Profitability (%) | 78.7879 | 83.6735 | 74 | 76.7677 | 75.5102 | 78 |
Ratio Avg Win / Avg Loss | 0.0978 | 0.3521 | 0.0663 | 0.3822 | 0.2545 | 0.6113 |
Largest Winning Trade | 21331 | 21331 | 18063 | 2589385 | 461376 | 2589385 |
Largest Losing Trade | -892862 | -42284 | -892862 | -2933803 | -2933803 | -2311375 |
Avg Bars in Trades | 36 | 38 | 34 | 36 | 38 | 34 |
Avg Bars in Winners | 10 | 8 | 12 | 16 | 9 | 23 |
Avg Bars in Losers | 132 | 189 | 98 | 101 | 127 | 73 |
Bars Traded | 3602 | 1864 | 1739 | 3602 | 1864 | 1739 |
Profit Streak | 271.2086 | 271.7086 | 271.2086 | 271.2086 | 271.7086 | 271.2086 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575088 | -284154 | -756372 | 380747 | -576024 | -165922 |
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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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