Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1160875.3912 | 186566.6157 | -1347442.0069 | 2964.162 | 4293184.8896 | -4290220.7276 |
Total P&L (%) | -1160.8754 | 186.5666 | -1347.442 | 2.9642 | 4293.1849 | -4290.2207 |
Avg Daily Profit (%) | -0.6436 | 0.1034 | -0.7471 | 0.0016 | 0.2099 | 0 |
Buy And Hold Return (%) | 1187.4155 | 1187.4155 | 1187.4155 | 1187.4155 | 1187.4155 | 1187.4155 |
Max Trade Drawdown | -1348639 | -92745 | -429582 | -8459595 | -2441868 | -5800741 |
Profit Factor | 0.4486 | 1.5419 | 0.2349 | 1.0002 | 1.9421 | 0.5437 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 58 | 27 | 31 | 46 | 25 | 21 |
Losing Trades | 38 | 21 | 17 | 50 | 23 | 27 |
Profitability (%) | 60.4167 | 56.25 | 64.5833 | 47.9167 | 52.0833 | 43.75 |
Ratio Avg Win / Avg Loss | 0.2939 | 1.1993 | 0.1288 | 1.0872 | 1.7867 | 0.6991 |
Largest Winning Trade | 57095 | 57095 | 34400 | 4872049 | 4872049 | 2984724 |
Largest Losing Trade | -1193291 | -58304 | -1193291 | -1270218 | -786306 | -1270218 |
Avg Bars in Trades | 222 | 191 | 252 | 222 | 191 | 252 |
Avg Bars in Winners | 145 | 145 | 146 | 216 | 207 | 226 |
Avg Bars in Losers | 338 | 250 | 447 | 227 | 173 | 273 |
Bars Traded | 21320 | 9178 | 12142 | 21320 | 9178 | 12142 |
Profit Streak | 53.2436 | 99.9936 | 53.2436 | 53.2436 | 99.9936 | 53.2436 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577699 | -216850 | -577813 | -575800 | 394648 | -582134 |
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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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