Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1424018.8149 | 57857.2567 | -1481876.0716 | 32766.7934 | -6261699.1477 | 6294465.9411 |
Total P&L (%) | -1424.0188 | 57.8573 | -1481.8761 | 32.7668 | -6261.6991 | 6294.4659 |
Avg Daily Profit (%) | -0.6292 | 0.0256 | -0.6548 | 0.0125 | 0 | 0.1839 |
Buy And Hold Return (%) | 346.9841 | 346.9841 | 346.9841 | 346.9841 | 346.9841 | 346.9841 |
Max Trade Drawdown | -1525919 | -139299 | -1537063 | -8772547 | -7481444 | -2005075 |
Profit Factor | 0.357 | 1.1509 | 0.1908 | 1.0022 | 0.3802 | 2.2976 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 61 | 29 | 32 | 51 | 23 | 28 |
Losing Trades | 36 | 19 | 17 | 46 | 25 | 21 |
Profitability (%) | 62.8866 | 60.4167 | 65.3061 | 52.5773 | 47.9167 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.2107 | 0.754 | 0.1013 | 0.9039 | 0.4132 | 1.7232 |
Largest Winning Trade | 48924 | 48924 | 24106 | 7113023 | 1539001 | 7113023 |
Largest Losing Trade | -1325010 | -59179 | -1325010 | -4023525 | -4023525 | -1427187 |
Avg Bars in Trades | 88 | 98 | 78 | 88 | 98 | 78 |
Avg Bars in Winners | 40 | 40 | 41 | 52 | 47 | 55 |
Avg Bars in Losers | 169 | 186 | 149 | 128 | 145 | 109 |
Bars Traded | 8595 | 4727 | 3868 | 8595 | 4727 | 3868 |
Profit Streak | 50.6244 | 50.6244 | 63.3744 | 50.6244 | 50.6244 | 63.3744 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577434 | -378733 | -577724 | -559661 | -580935 | 513728 |
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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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