Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1245826.6289 | 13066.2845 | -1258892.9134 | -4835792.9515 | 5637676.2668 | -10473469.2183 |
Total P&L (%) | -1245.8266 | 13.0663 | -1258.8929 | -4835.793 | 5637.6763 | -10473.4692 |
Avg Daily Profit (%) | -0.5762 | 0.006 | -0.5823 | 0 | 0.1875 | 0 |
Buy And Hold Return (%) | 494.2744 | 494.2744 | 494.2744 | 494.2744 | 494.2744 | 494.2744 |
Max Trade Drawdown | -1425156 | -187692 | -1366322 | -12125038 | -2573210 | -10540263 |
Profit Factor | 0.3138 | 1.0471 | 0.1817 | 0.7832 | 1.8145 | 0.3193 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 62 | 29 | 33 | 34 | 21 | 13 |
Losing Trades | 23 | 13 | 10 | 51 | 21 | 30 |
Profitability (%) | 72.9412 | 69.0476 | 76.7442 | 40 | 50 | 30.2326 |
Ratio Avg Win / Avg Loss | 0.1164 | 0.4694 | 0.055 | 1.1748 | 1.8145 | 0.7368 |
Largest Winning Trade | 43830 | 30042 | 43830 | 6131029 | 6131029 | 3330169 |
Largest Losing Trade | -777978 | -65684 | -777978 | -6834682 | -898623 | -6834682 |
Avg Bars in Trades | 47 | 47 | 48 | 47 | 47 | 48 |
Avg Bars in Winners | 15 | 14 | 16 | 56 | 63 | 44 |
Avg Bars in Losers | 135 | 121 | 154 | 42 | 31 | 49 |
Bars Traded | 4070 | 1994 | 2076 | 4070 | 1994 | 2076 |
Profit Streak | 117.3541 | 156.8541 | 117.3541 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575911 | -517397 | -576302 | -582773 | 410987 | -588414 |
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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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