Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1109630.7734 | 26397.3388 | -1136028.1122 | -821414.7041 | -5834784.6217 | 5013369.9176 |
Total P&L (%) | -1109.6308 | 26.3973 | -1136.0281 | -821.4147 | -5834.7846 | 5013.3699 |
Avg Daily Profit (%) | -0.6106 | 0.0145 | -0.6251 | 0 | 0 | 0.2167 |
Buy And Hold Return (%) | 714.9401 | 714.9401 | 714.9401 | 714.9401 | 714.9401 | 714.9401 |
Max Trade Drawdown | -1138219 | -126789 | -1146792 | -19582495 | -12754114 | -7595672 |
Profit Factor | 0.3805 | 1.0885 | 0.2391 | 0.975 | 0.6587 | 1.3186 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 61 | 31 | 30 | 48 | 22 | 26 |
Losing Trades | 30 | 15 | 15 | 43 | 24 | 19 |
Profitability (%) | 67.033 | 67.3913 | 66.6667 | 52.7473 | 47.8261 | 57.7778 |
Ratio Avg Win / Avg Loss | 0.1871 | 0.5267 | 0.1195 | 0.8734 | 0.7186 | 0.9636 |
Largest Winning Trade | 50281 | 33063 | 50281 | 9810118 | 2883134 | 9810118 |
Largest Losing Trade | -605223 | -79707 | -605223 | -12654352 | -12654352 | -6269068 |
Avg Bars in Trades | 76 | 65 | 88 | 76 | 65 | 88 |
Avg Bars in Winners | 46 | 39 | 53 | 81 | 74 | 87 |
Avg Bars in Losers | 138 | 119 | 158 | 70 | 56 | 88 |
Bars Traded | 6978 | 3004 | 3974 | 6978 | 3004 | 3974 |
Profit Streak | 38.5549 | 68.8049 | 0 | 0 | 0 | 158.0549 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577503 | -461180 | -578551 | -580179 | -581549 | 315030 |
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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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