Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -966490.9855 | 82365.5364 | -1048856.5219 | -6098593.9801 | 3817818.9633 | -9916412.9433 |
Total P&L (%) | -966.491 | 82.3655 | -1048.8565 | -6098.594 | 3817.819 | -9916.4129 |
Avg Daily Profit (%) | -0.4471 | 0.0381 | -0.4852 | 0 | 0.1698 | 0 |
Buy And Hold Return (%) | 394.2529 | 394.2529 | 394.2529 | 394.2529 | 394.2529 | 394.2529 |
Max Trade Drawdown | -1173711 | -103666 | -1203652 | -11100754 | -3453698 | -10480783 |
Profit Factor | 0.423 | 1.3287 | 0.2637 | 0.7293 | 1.5177 | 0.3457 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 62 | 30 | 32 | 36 | 21 | 15 |
Losing Trades | 31 | 16 | 15 | 57 | 25 | 32 |
Profitability (%) | 66.6667 | 65.2174 | 68.0851 | 38.7097 | 45.6522 | 31.9149 |
Ratio Avg Win / Avg Loss | 0.2115 | 0.7086 | 0.1236 | 1.1548 | 1.8067 | 0.7376 |
Largest Winning Trade | 62361 | 62361 | 34663 | 4670417 | 4670417 | 3071737 |
Largest Losing Trade | -751156 | -62306 | -751156 | -4502119 | -2098611 | -4502119 |
Avg Bars in Trades | 88 | 96 | 80 | 88 | 96 | 80 |
Avg Bars in Winners | 49 | 66 | 33 | 106 | 134 | 67 |
Avg Bars in Losers | 165 | 151 | 179 | 76 | 63 | 86 |
Bars Traded | 8187 | 4422 | 3765 | 8187 | 4422 | 3765 |
Profit Streak | 11.7023 | 0 | 41.2023 | 0 | 46.2023 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577463 | -307144 | -577803 | -583254 | 348332 | -587729 |
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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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