Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1369107.0034 | -1116.3616 | -1367990.6418 | 249799.6484 | -4926276.3816 | 5176076.0299 |
Total P&L (%) | -1369.107 | -1.1164 | -1367.9906 | 249.7996 | -4926.2764 | 5176.076 |
Avg Daily Profit (%) | -0.603 | -0.0005 | -0.6025 | 0.0552 | 0 | 0.1748 |
Buy And Hold Return (%) | 505.9795 | 505.9795 | 505.9795 | 505.9795 | 505.9795 | 505.9795 |
Max Trade Drawdown | -1377012 | -149422 | -1362386 | -9487770 | -7208362 | -3101138 |
Profit Factor | 0.3038 | 0.997 | 0.1419 | 1.0136 | 0.6062 | 1.891 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 40 | 20 | 20 | 34 | 16 | 18 |
Losing Trades | 39 | 19 | 20 | 45 | 23 | 22 |
Profitability (%) | 50.6329 | 51.2821 | 50 | 43.038 | 41.0256 | 45 |
Ratio Avg Win / Avg Loss | 0.2962 | 0.9472 | 0.1419 | 1.3416 | 0.8714 | 2.3113 |
Largest Winning Trade | 49089 | 49089 | 35174 | 6441947 | 2772791 | 6441947 |
Largest Losing Trade | -1026059 | -49644 | -1026059 | -3334388 | -3334388 | -1826793 |
Avg Bars in Trades | 78 | 78 | 78 | 78 | 78 | 78 |
Avg Bars in Winners | 58 | 50 | 66 | 68 | 51 | 83 |
Avg Bars in Losers | 98 | 107 | 89 | 85 | 96 | 73 |
Bars Traded | 6175 | 3053 | 3122 | 6175 | 3053 | 3122 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -611973 | -580591 | -580749 | -524547 | -584247 | 341857 |
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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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