Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1237128.3787 | -61983.2388 | -1175145.1398 | 154636.3793 | -7123641.9543 | 7278278.3335 |
Total P&L (%) | -1237.1284 | -61.9832 | -1175.1451 | 154.6364 | -7123.642 | 7278.2783 |
Avg Daily Profit (%) | -0.659 | -0.033 | -0.626 | 0.0498 | 0 | 0.2294 |
Buy And Hold Return (%) | 267.1072 | 267.1072 | 267.1072 | 267.1072 | 267.1072 | 267.1072 |
Max Trade Drawdown | -1389592 | -176489 | -1267307 | -7418394 | -7245395 | -3100283 |
Profit Factor | 0.2331 | 0.7221 | 0.1547 | 1.011 | 0.1751 | 2.3478 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 78 | 38 | 40 | 66 | 32 | 34 |
Losing Trades | 17 | 9 | 8 | 29 | 15 | 14 |
Profitability (%) | 82.1053 | 80.8511 | 83.3333 | 69.4737 | 68.0851 | 70.8333 |
Ratio Avg Win / Avg Loss | 0.0508 | 0.171 | 0.0309 | 0.4442 | 0.0821 | 0.9667 |
Largest Winning Trade | 35894 | 13063 | 35894 | 9898787 | 788743 | 9898787 |
Largest Losing Trade | -972195 | -66285 | -972195 | -5000901 | -5000901 | -2123733 |
Avg Bars in Trades | 56 | 57 | 55 | 56 | 57 | 55 |
Avg Bars in Winners | 14 | 8 | 19 | 20 | 15 | 25 |
Avg Bars in Losers | 249 | 264 | 232 | 137 | 147 | 127 |
Bars Traded | 5351 | 2709 | 2642 | 5351 | 2709 | 2642 |
Profit Streak | 0 | 143.4949 | 0 | 0 | 143.4949 | 0 |
Trades During Streak | 0 | 8 | 0 | 0 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576153 | -575217 | -576476 | -499205 | -576844 | 459783 |
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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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