Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -739641.6372 | 17045.6594 | -756687.2966 | 12438513.2925 | 2418282.4462 | 10020230.8463 |
Total P&L (%) | -739.6416 | 17.0457 | -756.6873 | 12438.5133 | 2418.2824 | 10020.2308 |
Avg Daily Profit (%) | -0.4079 | 0.0094 | -0.4173 | 0.2668 | 0.1781 | 0.2549 |
Buy And Hold Return (%) | 529.6881 | 529.6881 | 529.6881 | 529.6881 | 529.6881 | 529.6881 |
Max Trade Drawdown | -897357 | -65163 | -883342 | -3210436 | -1470166 | -3390291 |
Profit Factor | 0.419 | 1.1103 | 0.3235 | 2.0179 | 1.4588 | 2.442 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 59 | 27 | 32 | 45 | 24 | 21 |
Losing Trades | 34 | 20 | 14 | 48 | 23 | 25 |
Profitability (%) | 63.4409 | 57.4468 | 69.5652 | 48.3871 | 51.0638 | 45.6522 |
Ratio Avg Win / Avg Loss | 0.2414 | 0.8225 | 0.1415 | 2.1524 | 1.398 | 2.9071 |
Largest Winning Trade | 39151 | 17906 | 39151 | 8118618 | 1711554 | 8118618 |
Largest Losing Trade | -735369 | -55520 | -735369 | -1368746 | -1368746 | -1324981 |
Avg Bars in Trades | 64 | 23 | 106 | 64 | 23 | 106 |
Avg Bars in Winners | 49 | 20 | 73 | 56 | 27 | 90 |
Avg Bars in Losers | 90 | 26 | 182 | 71 | 18 | 120 |
Bars Traded | 5985 | 1084 | 4901 | 5985 | 1084 | 4901 |
Profit Streak | 152.9532 | 152.9532 | 191.2032 | 152.9532 | 152.9532 | 191.2032 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577127 | -444600 | -576782 | 484059 | 311222 | 465425 |
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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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