Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -972430.8684 | 75129.1262 | -1047559.9946 | -2670195.8314 | -7666570.7916 | 4996374.9602 |
Total P&L (%) | -972.4309 | 75.1291 | -1047.56 | -2670.1958 | -7666.5708 | 4996.375 |
Avg Daily Profit (%) | -0.5347 | 0.0413 | -0.576 | 0 | 0 | 0.2164 |
Buy And Hold Return (%) | 592.8551 | 592.8551 | 592.8551 | 592.8551 | 592.8551 | 592.8551 |
Max Trade Drawdown | -1140327 | -139073 | -1117443 | -16569413 | -11081500 | -7363018 |
Profit Factor | 0.4317 | 1.2412 | 0.2515 | 0.9248 | 0.5542 | 1.2729 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 50 | 25 | 25 | 43 | 20 | 23 |
Losing Trades | 33 | 17 | 16 | 40 | 22 | 18 |
Profitability (%) | 60.241 | 59.5238 | 60.9756 | 51.8072 | 47.619 | 56.0976 |
Ratio Avg Win / Avg Loss | 0.2849 | 0.844 | 0.1609 | 0.8603 | 0.6096 | 0.9962 |
Largest Winning Trade | 46757 | 46757 | 40887 | 14635482 | 1942674 | 14635482 |
Largest Losing Trade | -498897 | -73389 | -498897 | -8524109 | -8524109 | -5841710 |
Avg Bars in Trades | 257 | 264 | 251 | 257 | 264 | 251 |
Avg Bars in Winners | 161 | 154 | 169 | 256 | 285 | 230 |
Avg Bars in Losers | 403 | 426 | 378 | 259 | 244 | 277 |
Bars Traded | 21391 | 11097 | 10294 | 21391 | 11097 | 10294 |
Profit Streak | 0 | 0 | 0 | 7.4855 | 7.4855 | 12.8189 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580450 | -304171 | -579319 | -580208 | -580518 | 300143 |
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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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