Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1777632.719 | -91135.9689 | -1686496.7501 | -272123.9699 | 10824411.8632 | -11096535.8331 |
Total P&L (%) | -1777.6327 | -91.136 | -1686.4968 | -272.124 | 10824.4119 | -11096.5358 |
Avg Daily Profit (%) | -0.9511 | -0.0488 | -0.9024 | 0 | 0.2514 | 0 |
Buy And Hold Return (%) | 454.0813 | 454.0813 | 454.0813 | 454.0813 | 454.0813 | 454.0813 |
Max Trade Drawdown | -1958086 | -218177 | -1788445 | -10164113 | -697494 | -13578436 |
Profit Factor | 0.2461 | 0.7442 | 0.1574 | 0.9873 | 5.8138 | 0.4194 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 55 | 22 | 33 | 41 | 25 | 16 |
Losing Trades | 36 | 23 | 13 | 50 | 20 | 30 |
Profitability (%) | 60.4396 | 48.8889 | 71.7391 | 45.0549 | 55.5556 | 34.7826 |
Ratio Avg Win / Avg Loss | 0.1611 | 0.778 | 0.062 | 1.204 | 4.651 | 0.7864 |
Largest Winning Trade | 31038 | 30618 | 31038 | 4599759 | 4599759 | 3645294 |
Largest Losing Trade | -1016441 | -58637 | -1016441 | -10115156 | -697494 | -10115156 |
Avg Bars in Trades | 59 | 70 | 48 | 59 | 70 | 48 |
Avg Bars in Winners | 29 | 33 | 26 | 88 | 105 | 61 |
Avg Bars in Losers | 106 | 106 | 105 | 36 | 27 | 41 |
Bars Traded | 5429 | 3184 | 2244 | 5429 | 3184 | 2244 |
Profit Streak | 30.7784 | 30.7784 | 279.7784 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577720 | -580603 | -576428 | -580791 | 635592 | -586622 |
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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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