Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -862416.4116 | 36048.0905 | -898464.5021 | 2076833.6573 | -2692051.9273 | 4768885.5847 |
Total P&L (%) | -862.4164 | 36.0481 | -898.4645 | 2076.8337 | -2692.0519 | 4768.8856 |
Avg Daily Profit (%) | -0.4557 | 0.019 | -0.4748 | 0.1629 | 0 | 0.2055 |
Buy And Hold Return (%) | 226.3889 | 226.3889 | 226.3889 | 226.3889 | 226.3889 | 226.3889 |
Max Trade Drawdown | -1081074 | -124628 | -1053916 | -4581951 | -4735344 | -1417350 |
Profit Factor | 0.3899 | 1.1569 | 0.241 | 1.2259 | 0.565 | 2.5874 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 80 | 39 | 41 | 74 | 36 | 38 |
Losing Trades | 15 | 8 | 7 | 21 | 11 | 10 |
Profitability (%) | 84.2105 | 82.9787 | 85.4167 | 77.8947 | 76.5957 | 79.1667 |
Ratio Avg Win / Avg Loss | 0.0731 | 0.2373 | 0.0412 | 0.3479 | 0.1726 | 0.6809 |
Largest Winning Trade | 26777 | 18672 | 26777 | 3604025 | 412733 | 3604025 |
Largest Losing Trade | -802767 | -58200 | -802767 | -3078997 | -3078997 | -1331669 |
Avg Bars in Trades | 37 | 46 | 29 | 37 | 46 | 29 |
Avg Bars in Winners | 11 | 11 | 12 | 17 | 17 | 17 |
Avg Bars in Losers | 176 | 215 | 133 | 109 | 140 | 74 |
Bars Traded | 3594 | 2169 | 1425 | 3594 | 2169 | 1425 |
Profit Streak | 92.7507 | 92.7507 | 292.7507 | 92.7507 | 92.7507 | 292.7507 |
Trades During Streak | 11 | 5 | 12 | 11 | 5 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574298 | -377053 | -574466 | 413369 | -575805 | 573045 |
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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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