Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -593418.5496 | 46449.1732 | -639867.7228 | 17528819.0884 | 4408419.1394 | 13120399.949 |
Total P&L (%) | -593.4186 | 46.4492 | -639.8677 | 17528.8191 | 4408.4191 | 13120.3999 |
Avg Daily Profit (%) | -0.3275 | 0.0256 | -0.3531 | 0.2858 | 0.2104 | 0.2699 |
Buy And Hold Return (%) | 484.6418 | 484.6418 | 484.6418 | 484.6418 | 484.6418 | 484.6418 |
Max Trade Drawdown | -822175 | -72209 | -791843 | -2745097 | -784719 | -3080181 |
Profit Factor | 0.4748 | 1.4056 | 0.3698 | 2.8819 | 3.0682 | 2.8267 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 62 | 26 | 36 | 42 | 24 | 18 |
Losing Trades | 29 | 20 | 9 | 49 | 22 | 27 |
Profitability (%) | 68.1319 | 56.5217 | 80 | 46.1538 | 52.1739 | 40 |
Ratio Avg Win / Avg Loss | 0.2221 | 1.0812 | 0.0924 | 3.3623 | 2.8125 | 4.24 |
Largest Winning Trade | 41097 | 30543 | 41097 | 7971740 | 1722660 | 7971740 |
Largest Losing Trade | -605194 | -44244 | -605194 | -2745097 | -448748 | -2745097 |
Avg Bars in Trades | 49 | 7 | 92 | 49 | 7 | 92 |
Avg Bars in Winners | 29 | 3 | 48 | 42 | 9 | 88 |
Avg Bars in Losers | 91 | 11 | 267 | 54 | 5 | 94 |
Bars Traded | 4475 | 334 | 4141 | 4475 | 334 | 4141 |
Profit Streak | 78.2043 | 181.5376 | 0 | 78.2043 | 181.5376 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577349 | -321122 | -576823 | 488828 | 575216 | 367488 |
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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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