Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -679360.4345 | 191397.8053 | -870758.2398 | 1995051.7354 | -14258129.0769 | 16253180.8124 |
Total P&L (%) | -679.3604 | 191.3978 | -870.7582 | 1995.0517 | -14258.1291 | 16253.1808 |
Avg Daily Profit (%) | -0.3005 | 0.0847 | -0.3851 | 0.1346 | 0 | 0.2257 |
Buy And Hold Return (%) | 497.3626 | 497.3626 | 497.3626 | 497.3626 | 497.3626 | 497.3626 |
Max Trade Drawdown | -979892 | -141164 | -1014816 | -28188042 | -23997591 | -8210530 |
Profit Factor | 0.5263 | 1.7974 | 0.2708 | 1.0483 | 0.5081 | 2.3186 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 74 | 36 | 38 | 64 | 29 | 35 |
Losing Trades | 19 | 10 | 9 | 29 | 17 | 12 |
Profitability (%) | 79.5699 | 78.2609 | 80.8511 | 68.8172 | 63.0435 | 74.4681 |
Ratio Avg Win / Avg Loss | 0.1351 | 0.4993 | 0.0641 | 0.475 | 0.2978 | 0.795 |
Largest Winning Trade | 97030 | 97030 | 50320 | 12932707 | 10860088 | 12932707 |
Largest Losing Trade | -746727 | -50731 | -746727 | -10943560 | -10943560 | -6042545 |
Avg Bars in Trades | 43 | 44 | 42 | 43 | 44 | 42 |
Avg Bars in Winners | 18 | 14 | 21 | 21 | 14 | 26 |
Avg Bars in Losers | 143 | 152 | 133 | 93 | 95 | 90 |
Bars Traded | 4063 | 2048 | 2015 | 4063 | 2048 | 2015 |
Profit Streak | 153.7124 | 156.2124 | 153.7124 | 153.7124 | 156.2124 | 153.7124 |
Trades During Streak | 20 | 11 | 10 | 20 | 11 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574674 | -239761 | -575163 | -179441 | -577429 | 529544 |
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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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