Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1007611.283 | 32501.6072 | -1040112.8902 | -3011368.3613 | 2556576.8354 | -5567945.1966 |
Total P&L (%) | -1007.6113 | 32.5016 | -1040.1129 | -3011.3684 | 2556.5768 | -5567.9452 |
Avg Daily Profit (%) | -0.4628 | 0.0149 | -0.4778 | 0 | 0.1508 | 0 |
Buy And Hold Return (%) | 504.9383 | 504.9383 | 504.9383 | 504.9383 | 504.9383 | 504.9383 |
Max Trade Drawdown | -1238821 | -177774 | -1197248 | -4452007 | -2193490 | -5668504 |
Profit Factor | 0.3705 | 1.1272 | 0.2267 | 0.7624 | 1.6243 | 0.3511 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 79 | 37 | 42 | 45 | 24 | 21 |
Losing Trades | 20 | 12 | 8 | 54 | 25 | 29 |
Profitability (%) | 79.798 | 75.5102 | 84 | 45.4545 | 48.9796 | 42 |
Ratio Avg Win / Avg Loss | 0.0938 | 0.3656 | 0.0432 | 0.9149 | 1.6919 | 0.4848 |
Largest Winning Trade | 31957 | 31646 | 31957 | 2333570 | 2333570 | 1302343 |
Largest Losing Trade | -686916 | -65880 | -686916 | -2501512 | -455603 | -2501512 |
Avg Bars in Trades | 40 | 42 | 39 | 40 | 42 | 39 |
Avg Bars in Winners | 12 | 13 | 11 | 48 | 63 | 31 |
Avg Bars in Losers | 152 | 129 | 187 | 34 | 21 | 45 |
Bars Traded | 4039 | 2058 | 1980 | 4039 | 2058 | 1980 |
Profit Streak | 170.3659 | 170.3659 | 294.3659 | 0 | 0 | 0 |
Trades During Streak | 11 | 5 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574798 | -416171 | -755143 | -582282 | 327608 | -763944 |
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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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