Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -960058.78 | 69533.9311 | -1029592.7112 | -725352.1914 | -7089386.5297 | 6364034.3383 |
Total P&L (%) | -960.0588 | 69.5339 | -1029.5927 | -725.3522 | -7089.3865 | 6364.0343 |
Avg Daily Profit (%) | -0.5231 | 0.0379 | -0.561 | 0 | 0 | 0.2274 |
Buy And Hold Return (%) | 771.4653 | 771.4653 | 771.4653 | 771.4653 | 771.4653 | 771.4653 |
Max Trade Drawdown | -1131148 | -176790 | -1097245 | -15359903 | -12300874 | -3059028 |
Profit Factor | 0.4305 | 1.2082 | 0.2383 | 0.9714 | 0.5687 | 1.7148 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 52 | 25 | 27 | 41 | 19 | 22 |
Losing Trades | 34 | 18 | 16 | 45 | 24 | 21 |
Profitability (%) | 60.4651 | 58.1395 | 62.7907 | 47.6744 | 44.186 | 51.1628 |
Ratio Avg Win / Avg Loss | 0.2815 | 0.8699 | 0.1412 | 1.0661 | 0.7183 | 1.6368 |
Largest Winning Trade | 39743 | 39743 | 34278 | 8647502 | 2547196 | 8647502 |
Largest Losing Trade | -576836 | -77795 | -576836 | -11131260 | -11131260 | -1933507 |
Avg Bars in Trades | 247 | 255 | 239 | 247 | 255 | 239 |
Avg Bars in Winners | 134 | 133 | 135 | 228 | 269 | 193 |
Avg Bars in Losers | 420 | 425 | 415 | 265 | 244 | 288 |
Bars Traded | 21303 | 10986 | 10317 | 21303 | 10986 | 10317 |
Profit Streak | 50.1793 | 84.096 | 50.1793 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577497 | -308143 | -578504 | -579785 | -582988 | 422044 |
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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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