Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1819274.3345 | -90573.5905 | -1728700.744 | -41252.6421 | -10030244.7709 | 9988992.1288 |
Total P&L (%) | -1819.2743 | -90.5736 | -1728.7007 | -41.2526 | -10030.2448 | 9988.9921 |
Avg Daily Profit (%) | -0.8068 | -0.0402 | -0.7667 | -0.0236 | 0 | 0.2048 |
Buy And Hold Return (%) | 273.6 | 273.6 | 273.6 | 273.6 | 273.6 | 273.6 |
Max Trade Drawdown | -1906542 | -193585 | -1781552 | -12476904 | -11036395 | -2964783 |
Profit Factor | 0.2224 | 0.7652 | 0.1152 | 0.9982 | 0.3735 | 2.5603 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 48 | 25 | 23 | 44 | 22 | 22 |
Losing Trades | 41 | 19 | 22 | 45 | 22 | 23 |
Profitability (%) | 53.9326 | 56.8182 | 51.1111 | 49.4382 | 50 | 48.8889 |
Ratio Avg Win / Avg Loss | 0.19 | 0.5816 | 0.1102 | 1.0208 | 0.3735 | 2.6766 |
Largest Winning Trade | 35346 | 26287 | 35346 | 10899765 | 1369594 | 10899765 |
Largest Losing Trade | -1264300 | -64199 | -1264300 | -5447124 | -5447124 | -1937671 |
Avg Bars in Trades | 142 | 150 | 134 | 142 | 150 | 134 |
Avg Bars in Winners | 76 | 81 | 70 | 83 | 79 | 87 |
Avg Bars in Losers | 220 | 241 | 202 | 200 | 222 | 180 |
Bars Traded | 12701 | 6630 | 6072 | 12701 | 6630 | 6072 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580030 | -579835 | -580567 | -579092 | -580719 | 453397 |
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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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