Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2756112.7456 | 133137.4019 | -2889250.1475 | 5404317.2078 | 102157694.7212 | -96753377.5135 |
Total P&L (%) | -2756.1127 | 133.1374 | -2889.2501 | 5404.3172 | 102157.6947 | -96753.3775 |
Avg Daily Profit (%) | -1.3489 | 0.0652 | -1.414 | 0.1964 | 0.3397 | 0 |
Buy And Hold Return (%) | 3096.5265 | 3096.5265 | 3096.5265 | 3096.5265 | 3096.5265 | 3096.5265 |
Max Trade Drawdown | -2880217 | -92507 | -2967906 | -269965525 | -86899485 | -224375552 |
Profit Factor | 0.2307 | 1.3965 | 0.1101 | 1.0141 | 1.7398 | 0.606 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 54 | 27 | 27 | 48 | 25 | 23 |
Losing Trades | 39 | 19 | 20 | 45 | 21 | 24 |
Profitability (%) | 58.0645 | 58.6957 | 57.4468 | 51.6129 | 54.3478 | 48.9362 |
Ratio Avg Win / Avg Loss | 0.1666 | 0.9827 | 0.0815 | 0.9507 | 1.4614 | 0.6323 |
Largest Winning Trade | 75883 | 75883 | 60471 | 208194629 | 208194629 | 114775558 |
Largest Losing Trade | -1804616 | -84416 | -1804616 | -122704267 | -86899485 | -122704267 |
Avg Bars in Trades | 80 | 83 | 77 | 80 | 83 | 77 |
Avg Bars in Winners | 39 | 44 | 34 | 59 | 63 | 53 |
Avg Bars in Losers | 138 | 139 | 136 | 104 | 107 | 100 |
Bars Traded | 7518 | 3861 | 3658 | 7518 | 3861 | 3658 |
Profit Streak | 315.9526 | 315.9526 | 316.4526 | 315.9526 | 315.9526 | 316.4526 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578138 | -270909 | -578764 | -205475 | 455175 | -580143 |
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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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