Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1091087.0288 | 46812.1718 | -1137899.2006 | 2327258.3262 | -11212530.3101 | 13539788.6363 |
Total P&L (%) | -1091.087 | 46.8122 | -1137.8992 | 2327.2583 | -11212.5303 | 13539.7886 |
Avg Daily Profit (%) | -0.4811 | 0.0206 | -0.5017 | 0.1407 | 0 | 0.217 |
Buy And Hold Return (%) | 356.5789 | 356.5789 | 356.5789 | 356.5789 | 356.5789 | 356.5789 |
Max Trade Drawdown | -1166751 | -123109 | -1210186 | -16766776 | -16858620 | -5889877 |
Profit Factor | 0.336 | 1.1802 | 0.1774 | 1.0692 | 0.5412 | 2.4708 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 51 | 21 | 30 | 49 | 19 | 30 |
Losing Trades | 42 | 25 | 17 | 44 | 27 | 17 |
Profitability (%) | 54.8387 | 45.6522 | 63.8298 | 52.6882 | 41.3043 | 63.8298 |
Ratio Avg Win / Avg Loss | 0.2767 | 1.405 | 0.1006 | 0.9601 | 0.7691 | 1.4001 |
Largest Winning Trade | 46304 | 46304 | 21523 | 9811294 | 5283890 | 9811294 |
Largest Losing Trade | -945199 | -40742 | -945199 | -7688024 | -7688024 | -4953635 |
Avg Bars in Trades | 86 | 104 | 68 | 86 | 104 | 68 |
Avg Bars in Winners | 40 | 46 | 36 | 47 | 49 | 46 |
Avg Bars in Losers | 141 | 153 | 124 | 130 | 143 | 108 |
Bars Traded | 8044 | 4818 | 3226 | 8044 | 4818 | 3226 |
Profit Streak | 53.9398 | 0 | 55.6898 | 53.9398 | 0 | 55.6898 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579340 | -355012 | -578342 | -150023 | -584086 | 511783 |
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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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