Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1746547.6334 | 97543.3552 | -1844090.9887 | 2387436.5611 | -10872515.5657 | 13259952.1268 |
Total P&L (%) | -1746.5476 | 97.5434 | -1844.091 | 2387.4366 | -10872.5156 | 13259.9521 |
Avg Daily Profit (%) | -0.8893 | 0.0497 | -0.9389 | 0.1638 | 0 | 0.2495 |
Buy And Hold Return (%) | 1906.3458 | 1906.3458 | 1906.3458 | 1906.3458 | 1906.3458 | 1906.3458 |
Max Trade Drawdown | -1995062 | -95793 | -1978851 | -21271387 | -12010400 | -9884919 |
Profit Factor | 0.276 | 1.3708 | 0.1419 | 1.0431 | 0.5691 | 1.4401 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 67 | 34 | 33 | 67 | 33 | 34 |
Losing Trades | 31 | 15 | 16 | 31 | 16 | 15 |
Profitability (%) | 68.3673 | 69.3878 | 67.3469 | 68.3673 | 67.3469 | 69.3878 |
Ratio Avg Win / Avg Loss | 0.1277 | 0.6048 | 0.0688 | 0.4826 | 0.2759 | 0.6354 |
Largest Winning Trade | 34350 | 34350 | 29451 | 28340348 | 3459654 | 28340348 |
Largest Losing Trade | -1638772 | -57697 | -1638772 | -9565059 | -9565059 | -9465626 |
Avg Bars in Trades | 38 | 40 | 37 | 38 | 40 | 37 |
Avg Bars in Winners | 16 | 17 | 16 | 18 | 17 | 18 |
Avg Bars in Losers | 85 | 91 | 79 | 82 | 85 | 78 |
Bars Traded | 3781 | 1962 | 1819 | 3781 | 1962 | 1819 |
Profit Streak | 409.3949 | 0 | 564.8949 | 409.3949 | 0 | 564.8949 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577272 | -290903 | -577098 | -250788 | -578433 | 419360 |
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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) |
---|