Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1061572.1012 | 50849.5662 | -1112421.6674 | 1275596.5406 | -15640758.2716 | 16916354.8122 |
Total P&L (%) | -1061.5721 | 50.8496 | -1112.4217 | 1275.5965 | -15640.7583 | 16916.3548 |
Avg Daily Profit (%) | -0.4682 | 0.0224 | -0.4906 | 0.1157 | 0 | 0.2268 |
Buy And Hold Return (%) | 373.8781 | 373.8781 | 373.8781 | 373.8781 | 373.8781 | 373.8781 |
Max Trade Drawdown | -1155334 | -130007 | -1191673 | -23913384 | -17535902 | -7160906 |
Profit Factor | 0.3653 | 1.1734 | 0.1934 | 1.0348 | 0.428 | 2.8168 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 73 | 36 | 37 | 55 | 25 | 30 |
Losing Trades | 19 | 10 | 9 | 37 | 21 | 16 |
Profitability (%) | 79.3478 | 78.2609 | 80.4348 | 59.7826 | 54.3478 | 65.2174 |
Ratio Avg Win / Avg Loss | 0.0951 | 0.3259 | 0.047 | 0.6961 | 0.3595 | 1.5023 |
Largest Winning Trade | 56341 | 56341 | 30051 | 12609214 | 3141795 | 12609214 |
Largest Losing Trade | -884626 | -51887 | -884626 | -12789159 | -12789159 | -4022762 |
Avg Bars in Trades | 70 | 77 | 63 | 70 | 77 | 63 |
Avg Bars in Winners | 26 | 21 | 30 | 40 | 25 | 53 |
Avg Bars in Losers | 241 | 277 | 201 | 115 | 138 | 83 |
Bars Traded | 6503 | 3561 | 2942 | 6503 | 3561 | 2942 |
Profit Streak | 166.4701 | 166.4701 | 271.4701 | 166.4701 | 166.4701 | 271.4701 |
Trades During Streak | 13 | 6 | 7 | 13 | 6 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574826 | -354973 | -575334 | -221662 | -578701 | 616616 |
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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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