Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -778829.8751 | 150210.3705 | -929040.2456 | 98265.1268 | -4092719.1545 | 4190984.2813 |
Total P&L (%) | -778.8299 | 150.2104 | -929.0402 | 98.2651 | -4092.7192 | 4190.9843 |
Avg Daily Profit (%) | -0.4192 | 0.0808 | -0.5 | 0.0368 | 0 | 0.2025 |
Buy And Hold Return (%) | 86.9653 | 86.9653 | 86.9653 | 86.9653 | 86.9653 | 86.9653 |
Max Trade Drawdown | -860585 | -102793 | -966092 | -6838893 | -4150467 | -2778383 |
Profit Factor | 0.5381 | 1.5323 | 0.3383 | 1.0047 | 0.5486 | 1.3532 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 62 | 33 | 29 | 40 | 20 | 20 |
Losing Trades | 27 | 12 | 15 | 49 | 25 | 24 |
Profitability (%) | 69.6629 | 73.3333 | 65.9091 | 44.9438 | 44.4444 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.2343 | 0.5572 | 0.175 | 1.2308 | 0.6857 | 1.6238 |
Largest Winning Trade | 49230 | 42190 | 49230 | 4686800 | 1634743 | 4686800 |
Largest Losing Trade | -813452 | -74949 | -813452 | -1924557 | -1924557 | -1920590 |
Avg Bars in Trades | 40 | 27 | 54 | 40 | 27 | 54 |
Avg Bars in Winners | 23 | 17 | 30 | 38 | 28 | 49 |
Avg Bars in Losers | 80 | 53 | 102 | 42 | 26 | 59 |
Bars Traded | 3647 | 1228 | 2419 | 3647 | 1228 | 2419 |
Profit Streak | 66.6492 | 95.1492 | 66.6492 | 66.6492 | 95.1492 | 66.6492 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576223 | -89156 | -577686 | -484636 | -581236 | 318273 |
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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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