Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1667238.8021 | -74502.2222 | -1592736.5799 | 203278.5556 | -2756074.0054 | 2959352.561 |
Total P&L (%) | -1667.2388 | -74.5022 | -1592.7366 | 203.2786 | -2756.074 | 2959.3526 |
Avg Daily Profit (%) | -0.9296 | -0.0415 | -0.8881 | 0.0619 | 0 | 0.1909 |
Buy And Hold Return (%) | 316.1941 | 316.1941 | 316.1941 | 316.1941 | 316.1941 | 316.1941 |
Max Trade Drawdown | -1779264 | -222663 | -928615 | -13129633 | -8423806 | -5445964 |
Profit Factor | 0.2546 | 0.8019 | 0.144 | 1.0101 | 0.7347 | 1.3036 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 53.125 | 47.9167 | 58.3333 | 53.125 | 47.9167 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.2247 | 0.8717 | 0.1028 | 0.8913 | 0.7986 | 0.9311 |
Largest Winning Trade | 52107 | 52107 | 33688 | 8722023 | 4094609 | 8722023 |
Largest Losing Trade | -879164 | -57196 | -879164 | -5331050 | -2678580 | -5331050 |
Avg Bars in Trades | 107 | 102 | 112 | 107 | 102 | 112 |
Avg Bars in Winners | 61 | 52 | 69 | 72 | 56 | 86 |
Avg Bars in Losers | 158 | 148 | 171 | 146 | 144 | 148 |
Bars Traded | 10290 | 4910 | 5380 | 10290 | 4910 | 5380 |
Profit Streak | 91.4887 | 92.9887 | 91.4887 | 91.4887 | 92.9887 | 91.4887 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578629 | -580139 | -578248 | -485018 | -580139 | 321422 |
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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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