Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2229984.2863 | -137024.6013 | -2092959.685 | 137023.6153 | -2589237.3848 | 2726261.0001 |
Total P&L (%) | -2229.9843 | -137.0246 | -2092.9597 | 137.0236 | -2589.2374 | 2726.261 |
Avg Daily Profit (%) | -1.2358 | -0.0759 | -1.1599 | 0.0478 | 0 | 0.1854 |
Buy And Hold Return (%) | 223.7218 | 223.7218 | 223.7218 | 223.7218 | 223.7218 | 223.7218 |
Max Trade Drawdown | -2385545 | -229022 | -2174116 | -11776009 | -5166153 | -8249264 |
Profit Factor | 0.1654 | 0.6301 | 0.0905 | 1.0079 | 0.6166 | 1.2587 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 63 | 31 | 32 | 65 | 32 | 33 |
Losing Trades | 29 | 15 | 14 | 27 | 14 | 13 |
Profitability (%) | 68.4783 | 67.3913 | 69.5652 | 70.6522 | 69.5652 | 71.7391 |
Ratio Avg Win / Avg Loss | 0.0761 | 0.3049 | 0.0396 | 0.4187 | 0.2698 | 0.4958 |
Largest Winning Trade | 35082 | 35082 | 28355 | 10948272 | 1766352 | 10948272 |
Largest Losing Trade | -1309904 | -65460 | -1309904 | -8208807 | -2469047 | -8208807 |
Avg Bars in Trades | 37 | 43 | 30 | 37 | 43 | 30 |
Avg Bars in Winners | 11 | 11 | 12 | 15 | 14 | 16 |
Avg Bars in Losers | 92 | 110 | 73 | 89 | 111 | 66 |
Bars Traded | 3430 | 2008 | 1421 | 3430 | 2008 | 1421 |
Profit Streak | 28.2144 | 157.7144 | 28.2144 | 28.2144 | 157.7144 | 28.2144 |
Trades During Streak | 2 | 10 | 1 | 2 | 10 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576850 | -576890 | -577627 | -504070 | -576608 | 342329 |
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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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