Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2058318.3507 | -155113.6857 | -1903204.665 | 135827.5207 | 5304647.2174 | -5168819.6966 |
Total P&L (%) | -2058.3184 | -155.1137 | -1903.2047 | 135.8275 | 5304.6472 | -5168.8197 |
Avg Daily Profit (%) | -1.0961 | -0.0826 | -1.0135 | 0.0457 | 0.2127 | 0 |
Buy And Hold Return (%) | 315.4559 | 315.4559 | 315.4559 | 315.4559 | 315.4559 | 315.4559 |
Max Trade Drawdown | -2209928 | -246542 | -1989867 | -4565218 | -367351 | -6323041 |
Profit Factor | 0.2031 | 0.5768 | 0.1413 | 1.0127 | 7.4131 | 0.4744 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 56 | 24 | 32 | 50 | 29 | 21 |
Losing Trades | 38 | 23 | 15 | 44 | 18 | 26 |
Profitability (%) | 59.5745 | 51.0638 | 68.0851 | 53.1915 | 61.7021 | 44.6809 |
Ratio Avg Win / Avg Loss | 0.1378 | 0.5528 | 0.0662 | 0.8912 | 4.6013 | 0.5873 |
Largest Winning Trade | 29829 | 22511 | 29829 | 2856744 | 1994002 | 2856744 |
Largest Losing Trade | -1190653 | -59028 | -1190653 | -3394184 | -367351 | -3394184 |
Avg Bars in Trades | 235 | 266 | 203 | 235 | 266 | 203 |
Avg Bars in Winners | 135 | 137 | 134 | 293 | 322 | 252 |
Avg Bars in Losers | 381 | 402 | 350 | 169 | 176 | 164 |
Bars Traded | 22114 | 12538 | 9575 | 22114 | 12538 | 9575 |
Profit Streak | 25.9636 | 0 | 43.0469 | 25.9636 | 0 | 43.0469 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578744 | -580558 | -577800 | -504625 | 657814 | -582213 |
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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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