Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1326067.9345 | 9621.9452 | -1335689.8797 | -199511.0655 | 6100192.8725 | -6299703.938 |
Total P&L (%) | -1326.0679 | 9.6219 | -1335.6899 | -199.5111 | 6100.1929 | -6299.7039 |
Avg Daily Profit (%) | -0.5628 | 0.0041 | -0.5669 | 0 | 0.1753 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1618192 | -253868 | -1449562 | -12457982 | -7026124 | -9649042 |
Profit Factor | 0.4191 | 1.0183 | 0.2395 | 0.9933 | 1.5036 | 0.6393 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 47 | 21 | 26 | 61 | 32 | 29 |
Losing Trades | 52 | 28 | 24 | 38 | 17 | 21 |
Profitability (%) | 47.4747 | 42.8571 | 52 | 61.6162 | 65.3061 | 58 |
Ratio Avg Win / Avg Loss | 0.4637 | 1.3577 | 0.221 | 0.6187 | 0.7988 | 0.463 |
Largest Winning Trade | 99083 | 99083 | 37950 | 7024425 | 7024425 | 2263861 |
Largest Losing Trade | -1386017 | -62310 | -1386017 | -6487026 | -5405960 | -6487026 |
Avg Bars in Trades | 46 | 47 | 44 | 46 | 47 | 44 |
Avg Bars in Winners | 46 | 53 | 41 | 42 | 43 | 40 |
Avg Bars in Losers | 45 | 43 | 48 | 52 | 55 | 50 |
Bars Traded | 4578 | 2350 | 2228 | 4578 | 2350 | 2228 |
Profit Streak | 0 | 0 | 0 | 56.1945 | 68.6945 | 56.1945 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -581496 | -556247 | -760574 | -578027 | 364584 | -759234 |
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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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