Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -921421.6703 | 94862.3105 | -1016283.9809 | -6630015.2734 | 2826453.454 | -9456468.7275 |
Total P&L (%) | -921.4217 | 94.8623 | -1016.284 | -6630.0153 | 2826.4535 | -9456.4687 |
Avg Daily Profit (%) | -0.4245 | 0.0437 | -0.4682 | 0 | 0.1557 | 0 |
Buy And Hold Return (%) | 488.9101 | 488.9101 | 488.9101 | 488.9101 | 488.9101 | 488.9101 |
Max Trade Drawdown | -1261052 | -148235 | -1161283 | -7855187 | -2187957 | -9539726 |
Profit Factor | 0.4308 | 1.3367 | 0.24 | 0.678 | 1.4811 | 0.3573 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 62 | 29 | 33 | 44 | 27 | 17 |
Losing Trades | 32 | 18 | 14 | 50 | 20 | 30 |
Profitability (%) | 65.9574 | 61.7021 | 70.2128 | 46.8085 | 57.4468 | 36.1702 |
Ratio Avg Win / Avg Loss | 0.2224 | 0.8297 | 0.1018 | 0.7704 | 1.0971 | 0.6306 |
Largest Winning Trade | 42525 | 42525 | 42479 | 4021490 | 4021490 | 1999270 |
Largest Losing Trade | -579031 | -61142 | -579031 | -4983037 | -965658 | -4983037 |
Avg Bars in Trades | 132 | 124 | 140 | 132 | 124 | 140 |
Avg Bars in Winners | 72 | 62 | 80 | 145 | 159 | 121 |
Avg Bars in Losers | 248 | 223 | 281 | 121 | 76 | 151 |
Bars Traded | 12447 | 5841 | 6606 | 12447 | 5841 | 6606 |
Profit Streak | 173.4375 | 173.4375 | 319.7708 | 0 | 0 | 0 |
Trades During Streak | 9 | 4 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576658 | -298696 | -576648 | -581768 | 326995 | -586075 |
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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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