Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2021142.1457 | -98361.8399 | -1922780.3058 | 155784.3776 | -5547831.132 | 5703615.5096 |
Total P&L (%) | -2021.1421 | -98.3618 | -1922.7803 | 155.7844 | -5547.8311 | 5703.6155 |
Avg Daily Profit (%) | -1.1325 | -0.0551 | -1.0774 | 0.0526 | 0 | 0.2278 |
Buy And Hold Return (%) | 366.5032 | 366.5032 | 366.5032 | 366.5032 | 366.5032 | 366.5032 |
Max Trade Drawdown | -2115294 | -210323 | -1996697 | -10478425 | -9391518 | -3970094 |
Profit Factor | 0.229 | 0.7511 | 0.1363 | 1.0066 | 0.5663 | 1.5191 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 53 | 23 | 30 | 55 | 23 | 32 |
Losing Trades | 42 | 25 | 17 | 40 | 25 | 15 |
Profitability (%) | 55.7895 | 47.9167 | 63.8298 | 57.8947 | 47.9167 | 68.0851 |
Ratio Avg Win / Avg Loss | 0.1814 | 0.8164 | 0.0772 | 0.732 | 0.6156 | 0.7121 |
Largest Winning Trade | 42820 | 42820 | 33537 | 8230980 | 3129636 | 8230980 |
Largest Losing Trade | -1106115 | -56130 | -1106115 | -4678087 | -4678087 | -3970094 |
Avg Bars in Trades | 215 | 219 | 210 | 215 | 219 | 210 |
Avg Bars in Winners | 125 | 136 | 116 | 138 | 137 | 138 |
Avg Bars in Losers | 328 | 295 | 376 | 320 | 295 | 363 |
Bars Traded | 20425 | 10534 | 9891 | 20425 | 10534 | 9891 |
Profit Streak | 32.9734 | 102.3901 | 0 | 32.9734 | 102.3901 | 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 | -579233 | -580143 | -578904 | -501570 | -580143 | 376453 |
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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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