Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1494011.7774 | -3502.2604 | -1490509.517 | 599192.6965 | -16085879.6671 | 16685072.3635 |
Total P&L (%) | -1494.0118 | -3.5023 | -1490.5095 | 599.1927 | -16085.8797 | 16685.0724 |
Avg Daily Profit (%) | -0.6618 | -0.0016 | -0.6603 | 0.0862 | 0 | 0.2272 |
Buy And Hold Return (%) | 351.7679 | 351.7679 | 351.7679 | 351.7679 | 351.7679 | 351.7679 |
Max Trade Drawdown | -1599407 | -147198 | -1554533 | -16740323 | -16213811 | -2712813 |
Profit Factor | 0.2965 | 0.9909 | 0.1427 | 1.0176 | 0.3723 | 2.9985 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 47 | 21 | 26 | 45 | 19 | 26 |
Losing Trades | 50 | 27 | 23 | 52 | 29 | 23 |
Profitability (%) | 48.4536 | 43.75 | 53.0612 | 46.3918 | 39.5833 | 53.0612 |
Ratio Avg Win / Avg Loss | 0.3154 | 1.274 | 0.1263 | 1.1759 | 0.5683 | 2.6526 |
Largest Winning Trade | 63598 | 63598 | 41717 | 18983630 | 3283097 | 18983630 |
Largest Losing Trade | -1105939 | -53822 | -1105939 | -5956090 | -5956090 | -1166486 |
Avg Bars in Trades | 65 | 76 | 53 | 65 | 76 | 53 |
Avg Bars in Winners | 39 | 45 | 34 | 47 | 55 | 41 |
Avg Bars in Losers | 89 | 101 | 75 | 80 | 91 | 67 |
Bars Traded | 6333 | 3695 | 2638 | 6333 | 3695 | 2638 |
Profit Streak | 51.1535 | 52.1535 | 51.1535 | 51.1535 | 52.1535 | 51.1535 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580132 | -580889 | -579720 | -287619 | -584176 | 541970 |
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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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