Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -872437.1172 | 82427.5415 | -954864.6588 | -2480114.0448 | -6663704.8648 | 4183590.82 |
Total P&L (%) | -872.4371 | 82.4275 | -954.8647 | -2480.114 | -6663.7049 | 4183.5908 |
Avg Daily Profit (%) | -0.4803 | 0.0454 | -0.5257 | 0 | 0 | 0.2071 |
Buy And Hold Return (%) | 597.6856 | 597.6856 | 597.6856 | 597.6856 | 597.6856 | 597.6856 |
Max Trade Drawdown | -1010356 | -145021 | -1023252 | -16302443 | -12140537 | -4327216 |
Profit Factor | 0.4452 | 1.2742 | 0.2493 | 0.8958 | 0.5604 | 1.4834 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 55 | 28 | 27 | 42 | 19 | 23 |
Losing Trades | 31 | 15 | 16 | 44 | 24 | 20 |
Profitability (%) | 63.9535 | 65.1163 | 62.7907 | 48.8372 | 44.186 | 53.4884 |
Ratio Avg Win / Avg Loss | 0.2509 | 0.6826 | 0.1478 | 0.9385 | 0.7078 | 1.2899 |
Largest Winning Trade | 52926 | 52926 | 37879 | 5051308 | 1998428 | 5051308 |
Largest Losing Trade | -515031 | -76010 | -515031 | -10455339 | -10455339 | -2935182 |
Avg Bars in Trades | 61 | 69 | 54 | 61 | 69 | 54 |
Avg Bars in Winners | 37 | 45 | 29 | 57 | 68 | 48 |
Avg Bars in Losers | 104 | 114 | 95 | 66 | 70 | 60 |
Bars Traded | 5328 | 2998 | 2330 | 5328 | 2998 | 2330 |
Profit Streak | 39.0976 | 169.0976 | 39.0976 | 0 | 0 | 0 |
Trades During Streak | 5 | 6 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576924 | -296366 | -578080 | -581000 | -582988 | 353007 |
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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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