Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -481555.3212 | 290169.3565 | -771724.6777 | 9051279.8711 | 3184169.2423 | 5867110.6288 |
Total P&L (%) | -481.5553 | 290.1694 | -771.7247 | 9051.2799 | 3184.1692 | 5867.1106 |
Avg Daily Profit (%) | -0.1924 | 0.1159 | -0.3083 | 0.1806 | 0.1396 | 0.1635 |
Buy And Hold Return (%) | 378.7472 | 378.7472 | 378.7472 | 378.7472 | 378.7472 | 378.7472 |
Max Trade Drawdown | -965484 | -68522 | -966884 | -19626141 | -4974257 | -14971470 |
Profit Factor | 0.6875 | 1.9199 | 0.3703 | 1.2157 | 1.1613 | 1.2641 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 55 | 25 | 30 | 55 | 26 | 29 |
Losing Trades | 37 | 21 | 16 | 37 | 20 | 17 |
Profitability (%) | 59.7826 | 54.3478 | 65.2174 | 59.7826 | 56.5217 | 63.0435 |
Ratio Avg Win / Avg Loss | 0.4625 | 1.6128 | 0.1975 | 0.8178 | 0.8933 | 0.741 |
Largest Winning Trade | 89945 | 89945 | 65880 | 4197512 | 2884990 | 4197512 |
Largest Losing Trade | -730828 | -40205 | -730828 | -9314666 | -3444370 | -9314666 |
Avg Bars in Trades | 50 | 46 | 54 | 50 | 46 | 54 |
Avg Bars in Winners | 32 | 31 | 32 | 40 | 33 | 46 |
Avg Bars in Losers | 77 | 64 | 94 | 65 | 64 | 67 |
Bars Traded | 4635 | 2142 | 2493 | 4635 | 2142 | 2493 |
Profit Streak | 62.206 | 62.206 | 231.706 | 62.206 | 62.206 | 231.706 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577874 | -199169 | -577280 | 312378 | -49564 | 328993 |
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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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