Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1513706.0354 | 19185.6528 | -1532891.6882 | -3240408.7058 | -12508087.5599 | 9267678.854 |
Total P&L (%) | -1513.706 | 19.1857 | -1532.8917 | -3240.4087 | -12508.0876 | 9267.6789 |
Avg Daily Profit (%) | -0.8355 | 0.0106 | -0.8461 | 0 | 0 | 0.2509 |
Buy And Hold Return (%) | 478.8395 | 478.8395 | 478.8395 | 478.8395 | 478.8395 | 478.8395 |
Max Trade Drawdown | -1639452 | -168455 | -1600013 | -29129120 | -22232295 | -6981976 |
Profit Factor | 0.3242 | 1.0568 | 0.1942 | 0.9356 | 0.5761 | 1.4459 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 55 | 28 | 27 | 44 | 23 | 21 |
Losing Trades | 39 | 19 | 20 | 50 | 24 | 26 |
Profitability (%) | 58.5106 | 59.5745 | 57.4468 | 46.8085 | 48.9362 | 44.6809 |
Ratio Avg Win / Avg Loss | 0.2299 | 0.7171 | 0.1438 | 1.0631 | 0.6012 | 1.7902 |
Largest Winning Trade | 51861 | 36676 | 51861 | 16468743 | 4086574 | 16468743 |
Largest Losing Trade | -1046885 | -73451 | -1046885 | -18576799 | -18576799 | -5333413 |
Avg Bars in Trades | 75 | 86 | 65 | 75 | 86 | 65 |
Avg Bars in Winners | 47 | 48 | 47 | 82 | 97 | 65 |
Avg Bars in Losers | 115 | 142 | 89 | 70 | 75 | 65 |
Bars Traded | 7126 | 4062 | 3063 | 7126 | 4062 | 3063 |
Profit Streak | 34.784 | 60.284 | 34.784 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577889 | -501416 | -578739 | -580101 | -581110 | 308595 |
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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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