Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -807842.0899 | 83864.1575 | -891706.2474 | -360184.5308 | -5036581.0235 | 4676396.4927 |
Total P&L (%) | -807.8421 | 83.8642 | -891.7062 | -360.1845 | -5036.581 | 4676.3965 |
Avg Daily Profit (%) | -0.4446 | 0.0462 | -0.4908 | 0 | 0 | 0.213 |
Buy And Hold Return (%) | 601.6036 | 601.6036 | 601.6036 | 601.6036 | 601.6036 | 601.6036 |
Max Trade Drawdown | -966873 | -137543 | -930570 | -9034903 | -5808685 | -3797904 |
Profit Factor | 0.4957 | 1.2201 | 0.2696 | 0.9826 | 0.5332 | 1.4744 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 46 | 24 | 22 | 51 | 27 | 24 |
Losing Trades | 51 | 25 | 26 | 46 | 22 | 24 |
Profitability (%) | 47.4227 | 48.9796 | 45.8333 | 52.5773 | 55.102 | 50 |
Ratio Avg Win / Avg Loss | 0.5496 | 1.2709 | 0.3186 | 0.8862 | 0.4344 | 1.4744 |
Largest Winning Trade | 72744 | 72744 | 48107 | 10764691 | 1275146 | 10764691 |
Largest Losing Trade | -395578 | -76878 | -395578 | -5255325 | -5255325 | -3146532 |
Avg Bars in Trades | 110 | 117 | 103 | 110 | 117 | 103 |
Avg Bars in Winners | 84 | 98 | 68 | 105 | 116 | 93 |
Avg Bars in Losers | 134 | 135 | 133 | 116 | 118 | 114 |
Bars Traded | 10732 | 5748 | 4984 | 10732 | 5748 | 4984 |
Profit Streak | 4.0937 | 6.927 | 0 | 0 | 0 | 101.2604 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -581654 | -297057 | -582309 | -580185 | -580020 | 388190 |
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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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