Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -840238.0771 | 25139.8193 | -865377.8964 | 1226528.8572 | -6660226.4228 | 7886755.2799 |
Total P&L (%) | -840.2381 | 25.1398 | -865.3779 | 1226.5289 | -6660.2264 | 7886.7553 |
Avg Daily Profit (%) | -0.4461 | 0.0133 | -0.4595 | 0.1373 | 0 | 0.2328 |
Buy And Hold Return (%) | 326.3701 | 326.3701 | 326.3701 | 326.3701 | 326.3701 | 326.3701 |
Max Trade Drawdown | -989881 | -141472 | -947882 | -6358665 | -7070895 | -2369757 |
Profit Factor | 0.3709 | 1.101 | 0.2036 | 1.0926 | 0.2882 | 3.0316 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 66 | 32 | 34 | 60 | 28 | 32 |
Losing Trades | 29 | 15 | 14 | 35 | 19 | 16 |
Profitability (%) | 69.4737 | 68.0851 | 70.8333 | 63.1579 | 59.5745 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.163 | 0.5161 | 0.0838 | 0.6374 | 0.1956 | 1.5158 |
Largest Winning Trade | 54412 | 54412 | 18999 | 7821041 | 303501 | 7821041 |
Largest Losing Trade | -707105 | -59944 | -707105 | -4231167 | -4231167 | -1435829 |
Avg Bars in Trades | 37 | 43 | 32 | 37 | 43 | 32 |
Avg Bars in Winners | 16 | 13 | 20 | 21 | 18 | 24 |
Avg Bars in Losers | 85 | 106 | 64 | 65 | 79 | 48 |
Bars Traded | 3604 | 2028 | 1576 | 3604 | 2028 | 1576 |
Profit Streak | 54.8665 | 54.8665 | 75.8665 | 54.8665 | 54.8665 | 75.8665 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576318 | -448927 | -577023 | -128620 | -578893 | 623647 |
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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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