Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1915126.5251 | 68227.4767 | -1983354.0018 | -725370.9567 | 2648596.6613 | -3373967.618 |
Total P&L (%) | -1915.1265 | 68.2275 | -1983.354 | -725.371 | 2648.5967 | -3373.9676 |
Avg Daily Profit (%) | -0.8642 | 0.0308 | -0.895 | 0 | 0.1496 | 0 |
Buy And Hold Return (%) | 373.7901 | 373.7901 | 373.7901 | 373.7901 | 373.7901 | 373.7901 |
Max Trade Drawdown | -2037706 | -97814 | -2058246 | -4662078 | -1290463 | -4409231 |
Profit Factor | 0.3236 | 1.1605 | 0.1758 | 0.9518 | 1.4359 | 0.6236 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 105 | 51 | 54 | 94 | 54 | 40 |
Losing Trades | 83 | 43 | 40 | 94 | 40 | 54 |
Profitability (%) | 55.8511 | 54.2553 | 57.4468 | 50 | 57.4468 | 42.5532 |
Ratio Avg Win / Avg Loss | 0.2558 | 0.9785 | 0.1303 | 0.9518 | 1.0636 | 0.8419 |
Largest Winning Trade | 48483 | 48483 | 43776 | 1722576 | 1722576 | 890452 |
Largest Losing Trade | -2007903 | -52534 | -2007903 | -1960202 | -926749 | -1960202 |
Avg Bars in Trades | 21 | 23 | 20 | 21 | 23 | 20 |
Avg Bars in Winners | 11 | 9 | 13 | 27 | 30 | 23 |
Avg Bars in Losers | 35 | 39 | 30 | 16 | 14 | 18 |
Bars Traded | 4126 | 2203 | 1923 | 4126 | 2203 | 1923 |
Profit Streak | 15.4551 | 33.4551 | 15.4551 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577270 | -361156 | -579255 | -579515 | 323734 | -583699 |
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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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