Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -956830.1174 | 56179.6552 | -1013009.7725 | -1143823.5996 | 2807050.8378 | -3950874.4374 |
Total P&L (%) | -956.8301 | 56.1797 | -1013.0098 | -1143.8236 | 2807.0508 | -3950.8744 |
Avg Daily Profit (%) | -0.441 | 0.0259 | -0.4669 | 0 | 0.1554 | 0 |
Buy And Hold Return (%) | 307.0856 | 307.0856 | 307.0856 | 307.0856 | 307.0856 | 307.0856 |
Max Trade Drawdown | -1176923 | -110857 | -1149099 | -4164698 | -1297175 | -4162696 |
Profit Factor | 0.3702 | 1.2498 | 0.2174 | 0.8795 | 2.2689 | 0.457 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 75 | 39 | 36 | 51 | 28 | 23 |
Losing Trades | 23 | 10 | 13 | 47 | 21 | 26 |
Profitability (%) | 76.5306 | 79.5918 | 73.4694 | 52.0408 | 57.1429 | 46.9388 |
Ratio Avg Win / Avg Loss | 0.1135 | 0.3205 | 0.0785 | 0.8105 | 1.7017 | 0.5167 |
Largest Winning Trade | 43830 | 30817 | 43830 | 1889960 | 1889960 | 1666089 |
Largest Losing Trade | -670025 | -80706 | -670025 | -3396011 | -381144 | -3396011 |
Avg Bars in Trades | 40 | 44 | 37 | 40 | 44 | 37 |
Avg Bars in Winners | 10 | 12 | 7 | 50 | 65 | 31 |
Avg Bars in Losers | 140 | 167 | 119 | 30 | 15 | 42 |
Bars Traded | 3993 | 2167 | 1825 | 3993 | 2167 | 1825 |
Profit Streak | 80.8537 | 80.8537 | 139.8537 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575340 | -321052 | -576256 | -580252 | 467936 | -581872 |
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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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