Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1946790.1866 | 13104.4002 | -1959894.5868 | 433978.5652 | 2330590.9013 | -1896612.3361 |
Total P&L (%) | -1946.7902 | 13.1044 | -1959.8946 | 433.9786 | 2330.5909 | -1896.6123 |
Avg Daily Profit (%) | -1.0375 | 0.007 | -1.0444 | 0.0893 | 0.1702 | 0 |
Buy And Hold Return (%) | 520.5148 | 520.5148 | 520.5148 | 520.5148 | 520.5148 | 520.5148 |
Max Trade Drawdown | -2072753 | -88760 | -2086987 | -4498398 | -1254337 | -5786983 |
Profit Factor | 0.2705 | 1.0482 | 0.1823 | 1.0274 | 1.6068 | 0.8417 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 58 | 28 | 30 | 38 | 23 | 15 |
Losing Trades | 29 | 15 | 14 | 49 | 20 | 29 |
Profitability (%) | 66.6667 | 65.1163 | 68.1818 | 43.6782 | 53.4884 | 34.0909 |
Ratio Avg Win / Avg Loss | 0.1353 | 0.5615 | 0.0851 | 1.3248 | 1.3972 | 1.6274 |
Largest Winning Trade | 33097 | 33097 | 32887 | 3572091 | 2080252 | 3572091 |
Largest Losing Trade | -1580776 | -52264 | -1580776 | -2858826 | -567331 | -2858826 |
Avg Bars in Trades | 125 | 132 | 119 | 125 | 132 | 119 |
Avg Bars in Winners | 89 | 97 | 82 | 141 | 139 | 143 |
Avg Bars in Losers | 198 | 197 | 198 | 113 | 124 | 106 |
Bars Traded | 10944 | 5699 | 5244 | 10944 | 5699 | 5244 |
Profit Streak | 63.7882 | 85.9549 | 63.7882 | 63.7882 | 85.9549 | 63.7882 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576664 | -515484 | -577389 | -430647 | 337655 | -583155 |
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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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