Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1408456.8491 | 127042.8943 | -1535499.7434 | -4086.1024 | -1533396.0363 | 1529309.9339 |
Total P&L (%) | -1408.4568 | 127.0429 | -1535.4997 | -4.0861 | -1533.396 | 1529.3099 |
Avg Daily Profit (%) | -0.7842 | 0.0707 | -0.855 | -0.0023 | 0 | 0.1555 |
Buy And Hold Return (%) | 271.4527 | 271.4527 | 271.4527 | 271.4527 | 271.4527 | 271.4527 |
Max Trade Drawdown | -1713585 | -225602 | -1548212 | -4318412 | -1729839 | -3006399 |
Profit Factor | 0.4015 | 1.3109 | 0.2104 | 0.9994 | 0.3987 | 1.3299 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 57 | 25 | 32 | 49 | 19 | 30 |
Losing Trades | 36 | 21 | 15 | 44 | 27 | 17 |
Profitability (%) | 61.2903 | 54.3478 | 68.0851 | 52.6882 | 41.3043 | 63.8298 |
Ratio Avg Win / Avg Loss | 0.2536 | 1.1011 | 0.0986 | 0.8974 | 0.5666 | 0.7536 |
Largest Winning Trade | 96510 | 96510 | 39952 | 4589475 | 254594 | 4589475 |
Largest Losing Trade | -1479245 | -60344 | -1479245 | -3006399 | -601408 | -3006399 |
Avg Bars in Trades | 55 | 52 | 57 | 55 | 52 | 57 |
Avg Bars in Winners | 34 | 23 | 42 | 44 | 31 | 52 |
Avg Bars in Losers | 88 | 87 | 88 | 67 | 68 | 65 |
Bars Traded | 5125 | 2430 | 2695 | 5125 | 2430 | 2695 |
Profit Streak | 67.1045 | 100.7712 | 67.1045 | 67.1045 | 100.7712 | 67.1045 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577457 | -262085 | -576917 | -578572 | -582690 | 311608 |
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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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