Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1262027.1696 | -78610.4276 | -1183416.742 | 69628.2934 | -4321615.132 | 4391243.4254 |
Total P&L (%) | -1262.0272 | -78.6104 | -1183.4167 | 69.6283 | -4321.6151 | 4391.2434 |
Avg Daily Profit (%) | -0.6679 | -0.0416 | -0.6263 | 0.028 | 0 | 0.2016 |
Buy And Hold Return (%) | 343.7628 | 343.7628 | 343.7628 | 343.7628 | 343.7628 | 343.7628 |
Max Trade Drawdown | -1363183 | -178975 | -1228015 | -4981185 | -4846332 | -1752356 |
Profit Factor | 0.2319 | 0.7315 | 0.1235 | 1.0076 | 0.3168 | 2.5645 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 73 | 36 | 37 | 71 | 35 | 36 |
Losing Trades | 23 | 12 | 11 | 25 | 13 | 12 |
Profitability (%) | 76.0417 | 75 | 77.0833 | 73.9583 | 72.9167 | 75 |
Ratio Avg Win / Avg Loss | 0.0731 | 0.2438 | 0.0367 | 0.3548 | 0.1177 | 0.8548 |
Largest Winning Trade | 20553 | 20553 | 11268 | 4766391 | 288253 | 4766391 |
Largest Losing Trade | -944530 | -62408 | -944530 | -3177035 | -3177035 | -1612930 |
Avg Bars in Trades | 37 | 44 | 30 | 37 | 44 | 30 |
Avg Bars in Winners | 11 | 12 | 9 | 15 | 14 | 16 |
Avg Bars in Losers | 120 | 138 | 100 | 99 | 123 | 73 |
Bars Traded | 3581 | 2123 | 1458 | 3581 | 2123 | 1458 |
Profit Streak | 50.1819 | 171.1819 | 50.1819 | 50.1819 | 171.1819 | 50.1819 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575317 | -576009 | -576188 | -529905 | -576279 | 521381 |
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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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