Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1335025.8582 | 129390.0355 | -1464415.8937 | 67149.2497 | -5323363.2172 | 5390512.4669 |
Total P&L (%) | -1335.0259 | 129.39 | -1464.4159 | 67.1493 | -5323.3632 | 5390.5125 |
Avg Daily Profit (%) | -0.5908 | 0.0573 | -0.6481 | 0.0227 | 0 | 0.1774 |
Buy And Hold Return (%) | 264.2473 | 264.2473 | 264.2473 | 264.2473 | 264.2473 | 264.2473 |
Max Trade Drawdown | -1453347 | -80722 | -1540214 | -15307954 | -10752739 | -8615278 |
Profit Factor | 0.4108 | 1.3482 | 0.2268 | 1.0024 | 0.6836 | 1.4664 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 66 | 31 | 35 | 60 | 27 | 33 |
Losing Trades | 32 | 18 | 14 | 38 | 22 | 16 |
Profitability (%) | 67.3469 | 63.2653 | 71.4286 | 61.2245 | 55.102 | 67.3469 |
Ratio Avg Win / Avg Loss | 0.1992 | 0.7828 | 0.0907 | 0.6348 | 0.557 | 0.711 |
Largest Winning Trade | 90687 | 90687 | 29227 | 2688877 | 2688877 | 2048841 |
Largest Losing Trade | -1347405 | -57713 | -1347405 | -8928084 | -8928084 | -6312664 |
Avg Bars in Trades | 134 | 155 | 112 | 134 | 155 | 112 |
Avg Bars in Winners | 67 | 66 | 68 | 78 | 72 | 84 |
Avg Bars in Losers | 271 | 308 | 224 | 221 | 257 | 172 |
Bars Traded | 13148 | 7613 | 5535 | 13148 | 7613 | 5535 |
Profit Streak | 18.1989 | 0 | 63.8656 | 18.1989 | 0 | 63.8656 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577426 | -281708 | -577344 | -545579 | -580020 | 366590 |
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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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