Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1023964.4453 | 42072.6218 | -1066037.0671 | 14836.4747 | 3281152.6351 | -3266316.1604 |
Total P&L (%) | -1023.9644 | 42.0726 | -1066.0371 | 14.8365 | 3281.1526 | -3266.3162 |
Avg Daily Profit (%) | -0.4324 | 0.0178 | -0.4501 | 0.0058 | 0.1488 | 0 |
Buy And Hold Return (%) | 533.3907 | 533.3907 | 533.3907 | 533.3907 | 533.3907 | 533.3907 |
Max Trade Drawdown | -1173528 | -128307 | -1172854 | -6450682 | -1649955 | -5665132 |
Profit Factor | 0.396 | 1.1491 | 0.2456 | 1.0014 | 1.9447 | 0.535 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 55 | 26 | 29 | 47 | 25 | 22 |
Losing Trades | 29 | 16 | 13 | 37 | 17 | 20 |
Profitability (%) | 65.4762 | 61.9048 | 69.0476 | 55.9524 | 59.5238 | 52.381 |
Ratio Avg Win / Avg Loss | 0.2088 | 0.7071 | 0.1101 | 0.7883 | 1.3224 | 0.4864 |
Largest Winning Trade | 52148 | 52148 | 39076 | 3239065 | 3239065 | 1112522 |
Largest Losing Trade | -745046 | -63505 | -745046 | -1177560 | -955981 | -1177560 |
Avg Bars in Trades | 108 | 70 | 146 | 108 | 70 | 146 |
Avg Bars in Winners | 76 | 35 | 113 | 103 | 68 | 142 |
Avg Bars in Losers | 168 | 126 | 219 | 114 | 72 | 150 |
Bars Traded | 9101 | 2947 | 6154 | 9101 | 2947 | 6154 |
Profit Streak | 92.0607 | 0 | 121.3107 | 92.0607 | 0 | 121.3107 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577710 | -391544 | -577700 | -569879 | 333871 | -579860 |
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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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