Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2019811.6501 | 17837.224 | -2037648.8741 | 7744527.2636 | 3412766.8655 | 4331760.3981 |
Total P&L (%) | -2019.8117 | 17.8372 | -2037.6489 | 7744.5273 | 3412.7669 | 4331.7604 |
Avg Daily Profit (%) | -0.8958 | 0.0079 | -0.9037 | 0.1937 | 0.158 | 0.1683 |
Buy And Hold Return (%) | 185.336 | 185.336 | 185.336 | 185.336 | 185.336 | 185.336 |
Max Trade Drawdown | -2243943 | -52168 | -2215534 | -39212350 | -4577782 | -39742894 |
Profit Factor | 0.2257 | 1.2013 | 0.1914 | 1.0983 | 1.4361 | 1.061 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 64 | 31 | 33 | 62 | 30 | 32 |
Losing Trades | 27 | 15 | 12 | 29 | 16 | 13 |
Profitability (%) | 70.3297 | 67.3913 | 73.3333 | 68.1319 | 65.2174 | 71.1111 |
Ratio Avg Win / Avg Loss | 0.0952 | 0.5813 | 0.0696 | 0.5137 | 0.7659 | 0.431 |
Largest Winning Trade | 55068 | 15973 | 55068 | 16184322 | 2081309 | 16184322 |
Largest Losing Trade | -1280455 | -35972 | -1280455 | -35197421 | -2297447 | -35197421 |
Avg Bars in Trades | 144 | 4 | 287 | 144 | 4 | 287 |
Avg Bars in Winners | 108 | 3 | 208 | 109 | 3 | 209 |
Avg Bars in Losers | 228 | 6 | 506 | 218 | 5 | 480 |
Bars Traded | 13145 | 192 | 12953 | 13145 | 192 | 12953 |
Profit Streak | 0 | 0 | 336.2176 | 0 | 0 | 336.2176 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577622 | -347616 | -576322 | -103241 | 333047 | -143131 |
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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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