Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2126050.683 | -41804.7508 | -2084245.9322 | 142605.4253 | 5294664.0553 | -5152058.63 |
Total P&L (%) | -2126.0507 | -41.8048 | -2084.2459 | 142.6054 | 5294.6641 | -5152.0586 |
Avg Daily Profit (%) | -1.1321 | -0.0223 | -1.1098 | 0.0472 | 0.2126 | 0 |
Buy And Hold Return (%) | 662.3844 | 662.3844 | 662.3844 | 662.3844 | 662.3844 | 662.3844 |
Max Trade Drawdown | -2350758 | -170330 | -2195286 | -8213425 | -355804 | -9171251 |
Profit Factor | 0.2464 | 0.8848 | 0.1522 | 1.0106 | 5.5896 | 0.58 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 63 | 27 | 36 | 47 | 27 | 20 |
Losing Trades | 31 | 20 | 11 | 47 | 20 | 27 |
Profitability (%) | 67.0213 | 57.4468 | 76.5957 | 50 | 57.4468 | 42.5532 |
Ratio Avg Win / Avg Loss | 0.1212 | 0.6554 | 0.0465 | 1.0106 | 4.1405 | 0.783 |
Largest Winning Trade | 47095 | 47095 | 37784 | 5115401 | 2831156 | 5115401 |
Largest Losing Trade | -1496880 | -59279 | -1496880 | -7703767 | -218322 | -7703767 |
Avg Bars in Trades | 78 | 88 | 68 | 78 | 88 | 68 |
Avg Bars in Winners | 38 | 36 | 40 | 94 | 105 | 79 |
Avg Bars in Losers | 158 | 157 | 161 | 62 | 64 | 60 |
Bars Traded | 7365 | 4141 | 3224 | 7365 | 4141 | 3224 |
Profit Streak | 67.0085 | 87.2585 | 67.0085 | 67.0085 | 87.2585 | 67.0085 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576607 | -578770 | -576278 | -502799 | 661666 | -582622 |
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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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