Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1651332.5611 | 127663.591 | -1778996.1521 | 112688.1671 | -4187508.5546 | 4300196.7217 |
Total P&L (%) | -1651.3326 | 127.6636 | -1778.9962 | 112.6882 | -4187.5086 | 4300.1967 |
Avg Daily Profit (%) | -0.8412 | 0.065 | -0.9063 | 0.0385 | 0 | 0.193 |
Buy And Hold Return (%) | 1340.3948 | 1340.3948 | 1340.3948 | 1340.3948 | 1340.3948 | 1340.3948 |
Max Trade Drawdown | -1909834 | -115824 | -1921190 | -5697709 | -4473348 | -3380445 |
Profit Factor | 0.3204 | 1.4354 | 0.1674 | 1.0101 | 0.1852 | 1.7111 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 61 | 32 | 29 | 59 | 29 | 30 |
Losing Trades | 35 | 16 | 19 | 37 | 19 | 18 |
Profitability (%) | 63.5417 | 66.6667 | 60.4167 | 61.4583 | 60.4167 | 62.5 |
Ratio Avg Win / Avg Loss | 0.1838 | 0.7177 | 0.1097 | 0.6334 | 0.1214 | 1.0267 |
Largest Winning Trade | 60738 | 58085 | 60738 | 9031676 | 168958 | 9031676 |
Largest Losing Trade | -1583676 | -61578 | -1583676 | -2858216 | -1905145 | -2858216 |
Avg Bars in Trades | 119 | 122 | 117 | 119 | 122 | 117 |
Avg Bars in Winners | 69 | 74 | 64 | 74 | 78 | 69 |
Avg Bars in Losers | 207 | 218 | 198 | 192 | 188 | 196 |
Bars Traded | 11500 | 5869 | 5631 | 11500 | 5869 | 5631 |
Profit Streak | 445.6223 | 445.6223 | 565.1223 | 445.6223 | 445.6223 | 565.1223 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577428 | -269791 | -577987 | -515350 | -578754 | 368756 |
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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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