Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2454310.3924 | 48048.9256 | -2502359.318 | -526339.2522 | 3875228.1762 | -4401567.4284 |
Total P&L (%) | -2454.3104 | 48.0489 | -2502.3593 | -526.3393 | 3875.2282 | -4401.5674 |
Avg Daily Profit (%) | -1.1057 | 0.0216 | -1.1274 | 0 | 0.166 | 0 |
Buy And Hold Return (%) | 282.8252 | 282.8252 | 282.8252 | 282.8252 | 282.8252 | 282.8252 |
Max Trade Drawdown | -2701641 | -125831 | -2624458 | -7978010 | -2087183 | -6695422 |
Profit Factor | 0.266 | 1.119 | 0.1488 | 0.9702 | 1.6383 | 0.6199 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 91 | 48 | 43 | 84 | 44 | 40 |
Losing Trades | 74 | 35 | 39 | 81 | 39 | 42 |
Profitability (%) | 55.1515 | 57.8313 | 52.439 | 50.9091 | 53.012 | 48.7805 |
Ratio Avg Win / Avg Loss | 0.2163 | 0.8159 | 0.1349 | 0.9355 | 1.4521 | 0.6509 |
Largest Winning Trade | 40159 | 35531 | 40159 | 2544569 | 2544569 | 1555684 |
Largest Losing Trade | -2514721 | -43309 | -2514721 | -3979654 | -1272647 | -3979654 |
Avg Bars in Trades | 38 | 44 | 33 | 38 | 44 | 33 |
Avg Bars in Winners | 26 | 27 | 25 | 45 | 57 | 32 |
Avg Bars in Losers | 53 | 66 | 41 | 31 | 29 | 33 |
Bars Traded | 6365 | 3660 | 2706 | 6365 | 3660 | 2706 |
Profit Streak | 14.0784 | 14.0784 | 15.7451 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578170 | -419785 | -584340 | -579795 | 352697 | -585710 |
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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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