Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1186816.7301 | 80099.0884 | -1266915.8186 | -2290815.257 | -8548844.9009 | 6258029.644 |
Total P&L (%) | -1186.8167 | 80.0991 | -1266.9158 | -2290.8153 | -8548.8449 | 6258.0296 |
Avg Daily Profit (%) | -0.6491 | 0.0438 | -0.6929 | 0 | 0 | 0.2273 |
Buy And Hold Return (%) | 741.149 | 741.149 | 741.149 | 741.149 | 741.149 | 741.149 |
Max Trade Drawdown | -1313592 | -151164 | -1281170 | -25596017 | -16794840 | -12208841 |
Profit Factor | 0.3962 | 1.2288 | 0.2158 | 0.9601 | 0.6918 | 1.2113 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 41 | 20 | 21 | 38 | 17 | 21 |
Losing Trades | 41 | 21 | 20 | 44 | 24 | 20 |
Profitability (%) | 50 | 48.7805 | 51.2195 | 46.3415 | 41.4634 | 51.2195 |
Ratio Avg Win / Avg Loss | 0.3962 | 1.2902 | 0.2055 | 1.1117 | 0.9767 | 1.1536 |
Largest Winning Trade | 93524 | 93524 | 50516 | 19890037 | 4259800 | 19890037 |
Largest Losing Trade | -796156 | -67742 | -796156 | -12888645 | -12888645 | -10876702 |
Avg Bars in Trades | 87 | 97 | 76 | 87 | 97 | 76 |
Avg Bars in Winners | 58 | 59 | 57 | 89 | 101 | 80 |
Avg Bars in Losers | 116 | 134 | 96 | 85 | 95 | 72 |
Bars Traded | 7153 | 4016 | 3137 | 7153 | 4016 | 3137 |
Profit Streak | 14.0894 | 41.0894 | 0 | 0 | 0 | 112.0894 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -588959 | -300416 | -580584 | -589311 | -584062 | 322740 |
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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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