Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -383873.6813 | 275928.5376 | -659802.2189 | 3553769.624 | -1862017.8457 | 5415787.4698 |
Total P&L (%) | -383.8737 | 275.9285 | -659.8022 | 3553.7696 | -1862.0178 | 5415.7875 |
Avg Daily Profit (%) | -0.1535 | 0.1103 | -0.2639 | 0.144 | 0 | 0.1605 |
Buy And Hold Return (%) | 359.2461 | 359.2461 | 359.2461 | 359.2461 | 359.2461 | 359.2461 |
Max Trade Drawdown | -816021 | -123797 | -845351 | -10006248 | -7112715 | -3121305 |
Profit Factor | 0.7331 | 1.8403 | 0.4054 | 1.2054 | 0.8299 | 1.8521 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 56 | 26 | 30 | 58 | 27 | 31 |
Losing Trades | 39 | 21 | 18 | 37 | 20 | 17 |
Profitability (%) | 58.9474 | 55.3191 | 62.5 | 61.0526 | 57.4468 | 64.5833 |
Ratio Avg Win / Avg Loss | 0.5105 | 1.4864 | 0.2433 | 0.769 | 0.6147 | 1.0156 |
Largest Winning Trade | 98259 | 98259 | 59049 | 3450529 | 2455147 | 3450529 |
Largest Losing Trade | -544508 | -44167 | -544508 | -4642221 | -4642221 | -1887448 |
Avg Bars in Trades | 50 | 51 | 48 | 50 | 51 | 48 |
Avg Bars in Winners | 49 | 55 | 44 | 51 | 52 | 50 |
Avg Bars in Losers | 51 | 47 | 55 | 47 | 50 | 44 |
Bars Traded | 4767 | 2434 | 2333 | 4767 | 2434 | 2333 |
Profit Streak | 220.9863 | 220.9863 | 310.9863 | 220.9863 | 220.9863 | 310.9863 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577909 | -206943 | -577660 | 21695 | -578374 | 485700 |
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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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