Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1683199.599 | -75268.6247 | -1607930.9743 | 76597.3544 | -2042205.6404 | 2118802.9948 |
Total P&L (%) | -1683.1996 | -75.2686 | -1607.931 | 76.5974 | -2042.2056 | 2118.803 |
Avg Daily Profit (%) | -0.9084 | -0.0406 | -0.8678 | 0.0307 | 0 | 0.1674 |
Buy And Hold Return (%) | 43.0294 | 43.0294 | 43.0294 | 43.0294 | 43.0294 | 43.0294 |
Max Trade Drawdown | -1720888 | -141044 | -1669096 | -3842765 | -2163213 | -3426906 |
Profit Factor | 0.2365 | 0.7643 | 0.1472 | 1.0076 | 0.5876 | 1.4094 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 45 | 22 | 23 | 41 | 19 | 22 |
Losing Trades | 33 | 17 | 16 | 37 | 20 | 17 |
Profitability (%) | 57.6923 | 56.4103 | 58.9744 | 52.5641 | 48.7179 | 56.4103 |
Ratio Avg Win / Avg Loss | 0.1735 | 0.5906 | 0.1024 | 0.9093 | 0.6186 | 1.0891 |
Largest Winning Trade | 29930 | 29930 | 28283 | 5606124 | 1193600 | 5606124 |
Largest Losing Trade | -1564577 | -66277 | -1564577 | -2013602 | -1476060 | -2013602 |
Avg Bars in Trades | 140 | 152 | 128 | 140 | 152 | 128 |
Avg Bars in Winners | 79 | 93 | 65 | 94 | 109 | 81 |
Avg Bars in Losers | 224 | 229 | 218 | 191 | 194 | 188 |
Bars Traded | 10953 | 5956 | 4997 | 10953 | 5956 | 4997 |
Profit Streak | 10.6495 | 0 | 35.3162 | 10.6495 | 0 | 35.3162 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -617632 | -579926 | -579051 | -411901 | -581255 | 356620 |
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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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