Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -607679.0276 | 173079.6717 | -780758.6993 | -442558.1645 | -5081069.98 | 4638511.8156 |
Total P&L (%) | -607.679 | 173.0797 | -780.7587 | -442.5582 | -5081.07 | 4638.5118 |
Avg Daily Profit (%) | -0.3332 | 0.0949 | -0.4281 | 0 | 0 | 0.2118 |
Buy And Hold Return (%) | 744.804 | 744.804 | 744.804 | 744.804 | 744.804 | 744.804 |
Max Trade Drawdown | -776825 | -142936 | -811064 | -17242313 | -12988232 | -4572567 |
Profit Factor | 0.6049 | 1.4473 | 0.3218 | 0.9842 | 0.6938 | 1.4059 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 54 | 27 | 27 | 51 | 26 | 25 |
Losing Trades | 45 | 23 | 22 | 48 | 24 | 24 |
Profitability (%) | 54.5455 | 54 | 55.102 | 51.5152 | 52 | 51.0204 |
Ratio Avg Win / Avg Loss | 0.5041 | 1.2329 | 0.2622 | 0.9263 | 0.6405 | 1.3496 |
Largest Winning Trade | 116577 | 116577 | 50453 | 6451834 | 2785727 | 6451834 |
Largest Losing Trade | -327113 | -78688 | -327113 | -12296492 | -12296492 | -3113216 |
Avg Bars in Trades | 108 | 115 | 101 | 108 | 115 | 101 |
Avg Bars in Winners | 77 | 82 | 73 | 107 | 118 | 96 |
Avg Bars in Losers | 145 | 153 | 136 | 109 | 111 | 106 |
Bars Traded | 10738 | 5761 | 4977 | 10738 | 5761 | 4977 |
Profit Streak | 15.7868 | 15.7868 | 16.7868 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578854 | -410024 | -579448 | -580317 | -760574 | 308983 |
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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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