Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1570528.8506 | -41367.912 | -1529160.9386 | 45171.3472 | -5930323.2923 | 5975494.6395 |
Total P&L (%) | -1570.5289 | -41.3679 | -1529.1609 | 45.1713 | -5930.3233 | 5975.4946 |
Avg Daily Profit (%) | -0.841 | -0.0222 | -0.8188 | 0.02 | 0 | 0.2202 |
Buy And Hold Return (%) | 551.2407 | 551.2407 | 551.2407 | 551.2407 | 551.2407 | 551.2407 |
Max Trade Drawdown | -1736906 | -200172 | -1622969 | -7863314 | -8321550 | -3501259 |
Profit Factor | 0.2822 | 0.8782 | 0.1727 | 1.0028 | 0.4085 | 2.0032 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 65 | 28 | 37 | 61 | 24 | 37 |
Losing Trades | 28 | 18 | 10 | 32 | 22 | 10 |
Profitability (%) | 69.8925 | 60.8696 | 78.7234 | 65.5914 | 52.1739 | 78.7234 |
Ratio Avg Win / Avg Loss | 0.1216 | 0.5645 | 0.0467 | 0.5261 | 0.3744 | 0.5414 |
Largest Winning Trade | 40468 | 40468 | 21671 | 5237050 | 1786729 | 5237050 |
Largest Losing Trade | -1044318 | -58916 | -1044318 | -4568034 | -4568034 | -2987557 |
Avg Bars in Trades | 38 | 45 | 32 | 38 | 45 | 32 |
Avg Bars in Winners | 13 | 14 | 13 | 19 | 18 | 20 |
Avg Bars in Losers | 97 | 95 | 101 | 75 | 75 | 76 |
Bars Traded | 3626 | 2114 | 1512 | 3626 | 2114 | 1512 |
Profit Streak | 79.7584 | 79.7584 | 121.2584 | 79.7584 | 79.7584 | 121.2584 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576051 | -577880 | -575552 | -546884 | -579007 | 520721 |
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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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