Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1662984.4838 | -59552.3251 | -1603432.1587 | 51622.3481 | -4817060.754 | 4868683.1021 |
Total P&L (%) | -1662.9845 | -59.5523 | -1603.4322 | 51.6223 | -4817.0608 | 4868.6831 |
Avg Daily Profit (%) | -0.7374 | -0.0264 | -0.711 | 0.0185 | 0 | 0.1733 |
Buy And Hold Return (%) | 150.6261 | 150.6261 | 150.6261 | 150.6261 | 150.6261 | 150.6261 |
Max Trade Drawdown | -1772480 | -129917 | -1714886 | -7740143 | -6090206 | -1718018 |
Profit Factor | 0.303 | 0.8511 | 0.1926 | 1.0043 | 0.362 | 2.0939 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 63 | 29 | 34 | 57 | 26 | 31 |
Losing Trades | 32 | 18 | 14 | 38 | 21 | 17 |
Profitability (%) | 66.3158 | 61.7021 | 70.8333 | 60 | 55.3191 | 64.5833 |
Ratio Avg Win / Avg Loss | 0.1539 | 0.5283 | 0.0793 | 0.6695 | 0.2924 | 1.1483 |
Largest Winning Trade | 35052 | 35052 | 30512 | 5642673 | 1509950 | 5642673 |
Largest Losing Trade | -1219464 | -54038 | -1219464 | -3670193 | -3670193 | -1592609 |
Avg Bars in Trades | 94 | 103 | 84 | 94 | 103 | 84 |
Avg Bars in Winners | 43 | 44 | 43 | 49 | 47 | 51 |
Avg Bars in Losers | 193 | 199 | 185 | 160 | 172 | 145 |
Bars Traded | 8941 | 4867 | 4074 | 8941 | 4867 | 4074 |
Profit Streak | 13.768 | 0 | 282.018 | 13.768 | 0 | 282.018 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577532 | -579179 | -576574 | -549287 | -580007 | 506647 |
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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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