Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1395658.576 | -52697.799 | -1342960.777 | 9457.4765 | -2034463.6525 | 2043921.129 |
Total P&L (%) | -1395.6586 | -52.6978 | -1342.9608 | 9.4575 | -2034.4637 | 2043.9211 |
Avg Daily Profit (%) | -0.7525 | -0.0284 | -0.7241 | 0.0049 | 0 | 0.1654 |
Buy And Hold Return (%) | 30.2402 | 30.2402 | 30.2402 | 30.2402 | 30.2402 | 30.2402 |
Max Trade Drawdown | -1483681 | -150740 | -1427754 | -3685512 | -2045990 | -2778466 |
Profit Factor | 0.295 | 0.8356 | 0.1906 | 1.0011 | 0.4915 | 1.4731 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 51 | 20 | 31 | 43 | 15 | 28 |
Losing Trades | 42 | 26 | 16 | 50 | 31 | 19 |
Profitability (%) | 54.8387 | 43.4783 | 65.9574 | 46.2366 | 32.6087 | 59.5745 |
Ratio Avg Win / Avg Loss | 0.243 | 1.0862 | 0.0984 | 1.1641 | 1.0158 | 0.9996 |
Largest Winning Trade | 33215 | 27707 | 33215 | 5162867 | 1085545 | 5162867 |
Largest Losing Trade | -1287420 | -66801 | -1287420 | -1344227 | -980716 | -1344227 |
Avg Bars in Trades | 57 | 60 | 54 | 57 | 60 | 54 |
Avg Bars in Winners | 35 | 30 | 37 | 41 | 40 | 42 |
Avg Bars in Losers | 85 | 83 | 88 | 71 | 70 | 73 |
Bars Traded | 5369 | 2787 | 2582 | 5369 | 2787 | 2582 |
Profit Streak | 15.7971 | 0 | 59.4637 | 15.7971 | 0 | 59.4637 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579323 | -581573 | -577650 | -572001 | -585801 | 342595 |
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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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