Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1355038.8087 | -64874.582 | -1290164.2267 | -252097.219 | -3177441.6223 | 2925344.4033 |
Total P&L (%) | -1355.0388 | -64.8746 | -1290.1642 | -252.0972 | -3177.4416 | 2925.3444 |
Avg Daily Profit (%) | -0.7478 | -0.0358 | -0.712 | 0 | 0 | 0.1883 |
Buy And Hold Return (%) | 562.6846 | 562.6846 | 562.6846 | 562.6846 | 562.6846 | 562.6846 |
Max Trade Drawdown | -1416304 | -208364 | -1319382 | -9934286 | -7383025 | -2551260 |
Profit Factor | 0.2945 | 0.8135 | 0.1798 | 0.9837 | 0.6662 | 1.4914 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 71 | 35 | 36 | 57 | 29 | 28 |
Losing Trades | 26 | 13 | 13 | 40 | 19 | 21 |
Profitability (%) | 73.1959 | 72.9167 | 73.4694 | 58.7629 | 60.4167 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.1079 | 0.3022 | 0.0649 | 0.6903 | 0.4365 | 1.1185 |
Largest Winning Trade | 51434 | 51434 | 23967 | 4204629 | 1173780 | 4204629 |
Largest Losing Trade | -593789 | -80143 | -593789 | -6782580 | -6782580 | -1438428 |
Avg Bars in Trades | 108 | 109 | 107 | 108 | 109 | 107 |
Avg Bars in Winners | 42 | 42 | 41 | 93 | 92 | 94 |
Avg Bars in Losers | 288 | 287 | 288 | 129 | 135 | 124 |
Bars Traded | 10495 | 5235 | 5260 | 10495 | 5235 | 5260 |
Profit Streak | 19.9027 | 60.2361 | 19.9027 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575625 | -576325 | -576169 | -579383 | -579338 | 324460 |
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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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