Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -786446.8041 | 107840.8975 | -894287.7016 | -452278.0289 | -6586169.1174 | 6133891.0885 |
Total P&L (%) | -786.4468 | 107.8409 | -894.2877 | -452.278 | -6586.1691 | 6133.8911 |
Avg Daily Profit (%) | -0.4322 | 0.0593 | -0.4914 | 0 | 0 | 0.2274 |
Buy And Hold Return (%) | 619.499 | 619.499 | 619.499 | 619.499 | 619.499 | 619.499 |
Max Trade Drawdown | -881901 | -152526 | -935123 | -16913937 | -11107399 | -7043467 |
Profit Factor | 0.5477 | 1.2813 | 0.3403 | 0.988 | 0.6448 | 1.3191 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 89 | 46 | 43 | 75 | 37 | 38 |
Losing Trades | 80 | 38 | 42 | 94 | 47 | 47 |
Profitability (%) | 52.6627 | 54.7619 | 50.5882 | 44.3787 | 44.0476 | 44.7059 |
Ratio Avg Win / Avg Loss | 0.4923 | 1.0585 | 0.3324 | 1.2383 | 0.819 | 1.6316 |
Largest Winning Trade | 60033 | 40262 | 60033 | 16626391 | 3406691 | 16626391 |
Largest Losing Trade | -498078 | -78024 | -498078 | -6224821 | -6224821 | -4531110 |
Avg Bars in Trades | 42 | 44 | 40 | 42 | 44 | 40 |
Avg Bars in Winners | 30 | 30 | 30 | 44 | 43 | 46 |
Avg Bars in Losers | 55 | 60 | 51 | 40 | 44 | 36 |
Bars Traded | 7178 | 3704 | 3473 | 7178 | 3704 | 3473 |
Profit Streak | 0 | 120.7322 | 0 | 6.2322 | 0 | 15.2322 |
Trades During Streak | 0 | 5 | 0 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579547 | -277890 | -581028 | -579718 | -583422 | 312686 |
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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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