Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1726339.6562 | -9886.9069 | -1716452.7493 | 1342707.169 | -11158816.172 | 12501523.341 |
Total P&L (%) | -1726.3397 | -9.8869 | -1716.4527 | 1342.7072 | -11158.8162 | 12501.5233 |
Avg Daily Profit (%) | -0.7617 | -0.0044 | -0.7573 | 0.1178 | 0 | 0.2136 |
Buy And Hold Return (%) | 492.1669 | 492.1669 | 492.1669 | 492.1669 | 492.1669 | 492.1669 |
Max Trade Drawdown | -1816976 | -122681 | -1775533 | -14622091 | -12663096 | -2815093 |
Profit Factor | 0.2404 | 0.9685 | 0.1238 | 1.0495 | 0.4265 | 2.6321 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 69 | 33 | 36 | 61 | 29 | 32 |
Losing Trades | 24 | 13 | 11 | 32 | 17 | 15 |
Profitability (%) | 74.1935 | 71.7391 | 76.5957 | 65.5914 | 63.0435 | 68.0851 |
Ratio Avg Win / Avg Loss | 0.0836 | 0.3815 | 0.0378 | 0.5506 | 0.25 | 1.2338 |
Largest Winning Trade | 26600 | 26600 | 20246 | 12374209 | 2099084 | 12374209 |
Largest Losing Trade | -1305469 | -58822 | -1305469 | -5633134 | -5633134 | -1879054 |
Avg Bars in Trades | 44 | 49 | 38 | 44 | 49 | 38 |
Avg Bars in Winners | 14 | 15 | 13 | 18 | 18 | 19 |
Avg Bars in Losers | 129 | 137 | 119 | 92 | 104 | 79 |
Bars Traded | 4097 | 2291 | 1806 | 4097 | 2291 | 1806 |
Profit Streak | 85.9864 | 85.9864 | 289.9864 | 85.9864 | 85.9864 | 289.9864 |
Trades During Streak | 7 | 3 | 9 | 7 | 3 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575575 | -576522 | -575772 | -202271 | -577650 | 574764 |
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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) |
---|