Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1869468.8236 | 30819.6199 | -1900288.4435 | -107442.4921 | -3976669.5383 | 3869227.0462 |
Total P&L (%) | -1869.4688 | 30.8196 | -1900.2884 | -107.4425 | -3976.6695 | 3869.227 |
Avg Daily Profit (%) | -0.8254 | 0.0136 | -0.839 | 0 | 0 | 0.1627 |
Buy And Hold Return (%) | 513.0435 | 513.0435 | 513.0435 | 513.0435 | 513.0435 | 513.0435 |
Max Trade Drawdown | -2049141 | -191911 | -1983666 | -7210555 | -5683682 | -1535926 |
Profit Factor | 0.295 | 1.0898 | 0.1768 | 0.9895 | 0.378 | 2.0096 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 62 | 29 | 33 | 42 | 21 | 21 |
Losing Trades | 35 | 19 | 16 | 55 | 27 | 28 |
Profitability (%) | 63.9175 | 60.4167 | 67.3469 | 43.299 | 43.75 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.1665 | 0.714 | 0.0857 | 1.2958 | 0.486 | 2.6795 |
Largest Winning Trade | 91460 | 91460 | 56536 | 4253713 | 1211837 | 4253713 |
Largest Losing Trade | -1585105 | -51972 | -1585105 | -3711492 | -3711492 | -1417186 |
Avg Bars in Trades | 43 | 38 | 47 | 43 | 38 | 47 |
Avg Bars in Winners | 20 | 15 | 25 | 49 | 49 | 49 |
Avg Bars in Losers | 82 | 73 | 93 | 37 | 29 | 46 |
Bars Traded | 4171 | 1838 | 2333 | 4171 | 1838 | 2333 |
Profit Streak | 24.2813 | 0 | 64.2813 | 0 | 41.7813 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578171 | -462396 | -577046 | -581458 | -582569 | 318809 |
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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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