Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1248155.0623 | -32281.5551 | -1215873.5072 | 185106.5552 | -4917301.7792 | 5102408.3345 |
Total P&L (%) | -1248.1551 | -32.2816 | -1215.8735 | 185.1066 | -4917.3018 | 5102.4083 |
Avg Daily Profit (%) | -0.6666 | -0.0172 | -0.6494 | 0.056 | 0 | 0.2113 |
Buy And Hold Return (%) | 516.6232 | 516.6232 | 516.6232 | 516.6232 | 516.6232 | 516.6232 |
Max Trade Drawdown | -1369136 | -197244 | -1273613 | -4315939 | -5141269 | -975422 |
Profit Factor | 0.2832 | 0.8918 | 0.1573 | 1.0219 | 0.1563 | 2.9526 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 47 | 20 | 27 | 45 | 19 | 26 |
Losing Trades | 38 | 22 | 16 | 40 | 23 | 17 |
Profitability (%) | 55.2941 | 47.619 | 62.7907 | 52.9412 | 45.2381 | 60.4651 |
Ratio Avg Win / Avg Loss | 0.229 | 0.981 | 0.0932 | 0.9084 | 0.1892 | 1.9306 |
Largest Winning Trade | 45277 | 45277 | 33687 | 5170485 | 160147 | 5170485 |
Largest Losing Trade | -693449 | -57024 | -693449 | -1980987 | -1980987 | -687986 |
Avg Bars in Trades | 64 | 82 | 46 | 64 | 82 | 46 |
Avg Bars in Winners | 31 | 53 | 16 | 39 | 44 | 34 |
Avg Bars in Losers | 104 | 109 | 97 | 92 | 113 | 64 |
Bars Traded | 5469 | 3469 | 2000 | 5469 | 3469 | 2000 |
Profit Streak | 31.4413 | 34.7746 | 31.4413 | 31.4413 | 34.7746 | 31.4413 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578865 | -581118 | -578528 | -480419 | -582044 | 565942 |
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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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