Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1042045.5616 | 82630.7749 | -1124676.3365 | -1200515.8773 | 6323249.9061 | -7523765.7834 |
Total P&L (%) | -1042.0456 | 82.6308 | -1124.6763 | -1200.5159 | 6323.2499 | -7523.7658 |
Avg Daily Profit (%) | -0.4431 | 0.0351 | -0.4783 | 0 | 0.1772 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1325660 | -138162 | -1345839 | -12614797 | -3185327 | -12071178 |
Profit Factor | 0.4616 | 1.2817 | 0.3151 | 0.9629 | 1.631 | 0.6628 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 48 | 23 | 25 | 53 | 29 | 24 |
Losing Trades | 45 | 24 | 21 | 40 | 18 | 22 |
Profitability (%) | 51.6129 | 48.9362 | 54.3478 | 56.9892 | 61.7021 | 52.1739 |
Ratio Avg Win / Avg Loss | 0.4328 | 1.3374 | 0.2647 | 0.7267 | 1.0123 | 0.6076 |
Largest Winning Trade | 47962 | 42554 | 47962 | 6186727 | 6186727 | 4765140 |
Largest Losing Trade | -1294165 | -51577 | -1294165 | -8019803 | -3149114 | -8019803 |
Avg Bars in Trades | 97 | 61 | 133 | 97 | 61 | 133 |
Avg Bars in Winners | 74 | 41 | 104 | 93 | 62 | 132 |
Avg Bars in Losers | 121 | 79 | 168 | 101 | 59 | 135 |
Bars Traded | 9030 | 2868 | 6162 | 9030 | 2868 | 6162 |
Profit Streak | 49.7103 | 91.2103 | 0 | 0 | 0 | 99.2103 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579756 | -145755 | -580140 | -579623 | 411038 | -579862 |
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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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