Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1936071.9743 | -86738.8866 | -1849333.0877 | -140470.2641 | 2579706.2598 | -2720176.5238 |
Total P&L (%) | -1936.072 | -86.7389 | -1849.3331 | -140.4703 | 2579.7063 | -2720.1765 |
Avg Daily Profit (%) | -1.0331 | -0.0463 | -0.9868 | 0 | 0.1756 | 0 |
Buy And Hold Return (%) | 514.4447 | 514.4447 | 514.4447 | 514.4447 | 514.4447 | 514.4447 |
Max Trade Drawdown | -2060783 | -165189 | -1930378 | -3634532 | -676829 | -4192641 |
Profit Factor | 0.2363 | 0.7299 | 0.1647 | 0.9839 | 3.1992 | 0.6399 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 54 | 24 | 30 | 44 | 25 | 19 |
Losing Trades | 39 | 22 | 17 | 49 | 21 | 28 |
Profitability (%) | 58.0645 | 52.1739 | 63.8298 | 47.3118 | 54.3478 | 40.4255 |
Ratio Avg Win / Avg Loss | 0.1707 | 0.6691 | 0.0933 | 1.0957 | 2.6873 | 0.943 |
Largest Winning Trade | 31013 | 28029 | 31013 | 3499049 | 1119229 | 3499049 |
Largest Losing Trade | -1340688 | -51800 | -1340688 | -3229315 | -413427 | -3229315 |
Avg Bars in Trades | 117 | 129 | 106 | 117 | 129 | 106 |
Avg Bars in Winners | 70 | 71 | 69 | 154 | 175 | 126 |
Avg Bars in Losers | 183 | 191 | 173 | 84 | 73 | 93 |
Bars Traded | 10962 | 5934 | 5028 | 10962 | 5934 | 5028 |
Profit Streak | 21.2061 | 83.7061 | 21.2061 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578431 | -579057 | -578352 | -579908 | 477266 | -584420 |
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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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