Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -559914.9489 | 7007.5155 | -566922.4644 | 1452577.5928 | -2712334.6528 | 4164912.2455 |
Total P&L (%) | -559.9149 | 7.0075 | -566.9225 | 1452.5776 | -2712.3347 | 4164.9122 |
Avg Daily Profit (%) | -0.5375 | 0.0067 | -0.5442 | 0.2636 | 0 | 0.3609 |
Buy And Hold Return (%) | 131.5385 | 131.5385 | 131.5385 | 131.5385 | 131.5385 | 131.5385 |
Max Trade Drawdown | -607412 | -112456 | -632755 | -8094665 | -5996434 | -2985063 |
Profit Factor | 0.4588 | 1.0385 | 0.3349 | 1.1124 | 0.6316 | 1.7492 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 51 | 25 | 26 | 47 | 24 | 23 |
Losing Trades | 40 | 21 | 19 | 44 | 22 | 22 |
Profitability (%) | 56.044 | 54.3478 | 57.7778 | 51.6484 | 52.1739 | 51.1111 |
Ratio Avg Win / Avg Loss | 0.3598 | 0.8723 | 0.2447 | 1.0414 | 0.579 | 1.6731 |
Largest Winning Trade | 23812 | 23812 | 20050 | 2075148 | 863835 | 2075148 |
Largest Losing Trade | -426626 | -19408 | -426626 | -2430787 | -1285234 | -2430787 |
Avg Bars in Trades | 267 | 95 | 444 | 267 | 95 | 444 |
Avg Bars in Winners | 171 | 90 | 250 | 271 | 89 | 461 |
Avg Bars in Losers | 390 | 100 | 710 | 263 | 100 | 427 |
Bars Traded | 24379 | 4376 | 20003 | 24379 | 4376 | 20003 |
Profit Streak | 61.294 | 104.669 | 61.294 | 61.294 | 104.669 | 61.294 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578246 | -527488 | -578728 | -86332 | -579067 | 500938 |
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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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