Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1887861.9706 | -58011.2874 | -1829850.6832 | 18871.9937 | 3092620.6124 | -3073748.6186 |
Total P&L (%) | -1887.862 | -58.0113 | -1829.8507 | 18.872 | 3092.6206 | -3073.7486 |
Avg Daily Profit (%) | -1.005 | -0.0309 | -0.9741 | 0.0092 | 0.1845 | 0 |
Buy And Hold Return (%) | 299.6161 | 299.6161 | 299.6161 | 299.6161 | 299.6161 | 299.6161 |
Max Trade Drawdown | -2072088 | -159405 | -1935021 | -4680492 | -147043 | -4826181 |
Profit Factor | 0.2652 | 0.8484 | 0.1632 | 1.0028 | 7.4418 | 0.506 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 65 | 29 | 36 | 47 | 26 | 21 |
Losing Trades | 31 | 19 | 12 | 49 | 22 | 27 |
Profitability (%) | 67.7083 | 60.4167 | 75 | 48.9583 | 54.1667 | 43.75 |
Ratio Avg Win / Avg Loss | 0.1265 | 0.5559 | 0.0544 | 1.0455 | 6.2969 | 0.6506 |
Largest Winning Trade | 37523 | 37523 | 23168 | 2280738 | 2148794 | 2280738 |
Largest Losing Trade | -1196063 | -58501 | -1196063 | -4384649 | -124804 | -4384649 |
Avg Bars in Trades | 76 | 87 | 65 | 76 | 87 | 65 |
Avg Bars in Winners | 39 | 42 | 37 | 96 | 110 | 79 |
Avg Bars in Losers | 154 | 157 | 150 | 57 | 60 | 55 |
Bars Traded | 7376 | 4219 | 3157 | 7376 | 4219 | 3157 |
Profit Streak | 55.4656 | 55.4656 | 68.7156 | 55.4656 | 55.4656 | 68.7156 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576546 | -578777 | -576479 | -562489 | 634485 | -582150 |
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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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