Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2259952.5067 | 155915.5726 | -2415868.0793 | 11628724.839 | 3237360.9071 | 8391363.9318 |
Total P&L (%) | -2259.9525 | 155.9156 | -2415.8681 | 11628.7248 | 3237.3609 | 8391.3639 |
Avg Daily Profit (%) | -1.1507 | 0.0794 | -1.2301 | 0.2429 | 0.1788 | 0.2264 |
Buy And Hold Return (%) | 1588.4735 | 1588.4735 | 1588.4735 | 1588.4735 | 1588.4735 | 1588.4735 |
Max Trade Drawdown | -2671901 | -71321 | -2653724 | -3398787 | -1372173 | -2582661 |
Profit Factor | 0.2495 | 1.7631 | 0.1394 | 1.875 | 1.6647 | 1.9966 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 49 | 25 | 24 | 51 | 26 | 25 |
Losing Trades | 40 | 20 | 20 | 38 | 19 | 19 |
Profitability (%) | 55.0562 | 55.5556 | 54.5455 | 57.3034 | 57.7778 | 56.8182 |
Ratio Avg Win / Avg Loss | 0.2037 | 1.4105 | 0.1161 | 1.397 | 1.2165 | 1.5174 |
Largest Winning Trade | 71669 | 71669 | 52114 | 5371683 | 1439761 | 5371683 |
Largest Losing Trade | -2256321 | -25387 | -2256321 | -2375534 | -1265034 | -2375534 |
Avg Bars in Trades | 39 | 21 | 58 | 39 | 21 | 58 |
Avg Bars in Winners | 31 | 13 | 51 | 35 | 13 | 58 |
Avg Bars in Losers | 48 | 30 | 67 | 45 | 31 | 58 |
Bars Traded | 3523 | 955 | 2568 | 3523 | 955 | 2568 |
Profit Streak | 460.9682 | 460.9682 | 647.4682 | 460.9682 | 460.9682 | 647.4682 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578529 | -248477 | -578765 | 482110 | 200741 | 475889 |
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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) |
---|