Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1116165.814 | -21755.0411 | -1094410.773 | 832665.6608 | -3270484.0312 | 4103149.692 |
Total P&L (%) | -1116.1658 | -21.755 | -1094.4108 | 832.6657 | -3270.484 | 4103.1497 |
Avg Daily Profit (%) | -0.594 | -0.0116 | -0.5824 | 0.1189 | 0 | 0.1992 |
Buy And Hold Return (%) | 256.3877 | 256.3877 | 256.3877 | 256.3877 | 256.3877 | 256.3877 |
Max Trade Drawdown | -1239361 | -126687 | -1194184 | -4531914 | -4633995 | -1652793 |
Profit Factor | 0.2866 | 0.9124 | 0.1686 | 1.0916 | 0.4659 | 2.381 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 80 | 39 | 41 | 76 | 37 | 39 |
Losing Trades | 15 | 8 | 7 | 19 | 10 | 9 |
Profitability (%) | 84.2105 | 82.9787 | 85.4167 | 80 | 78.7234 | 81.25 |
Ratio Avg Win / Avg Loss | 0.0537 | 0.1872 | 0.0288 | 0.2729 | 0.1259 | 0.5495 |
Largest Winning Trade | 15414 | 13461 | 15414 | 4030613 | 273978 | 4030613 |
Largest Losing Trade | -943302 | -58014 | -943302 | -2951063 | -2951063 | -1526828 |
Avg Bars in Trades | 57 | 70 | 44 | 57 | 70 | 44 |
Avg Bars in Winners | 17 | 18 | 17 | 26 | 26 | 25 |
Avg Bars in Losers | 268 | 323 | 204 | 182 | 233 | 126 |
Bars Traded | 5457 | 3319 | 2138 | 5457 | 3319 | 2138 |
Profit Streak | 79.587 | 79.587 | 278.9203 | 79.587 | 79.587 | 278.9203 |
Trades During Streak | 9 | 4 | 10 | 9 | 4 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574326 | -575103 | -574771 | -152182 | -575558 | 554032 |
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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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