Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1070180.9012 | 21577.9257 | -1091758.8269 | -1124788.6166 | -6756692.1899 | 5631903.5733 |
Total P&L (%) | -1070.1809 | 21.5779 | -1091.7588 | -1124.7886 | -6756.6922 | 5631.9036 |
Avg Daily Profit (%) | -0.5907 | 0.0119 | -0.6026 | 0 | 0 | 0.2237 |
Buy And Hold Return (%) | 569.4008 | 569.4008 | 569.4008 | 569.4008 | 569.4008 | 569.4008 |
Max Trade Drawdown | -1150744 | -185509 | -1129455 | -21656917 | -15758054 | -6643018 |
Profit Factor | 0.3757 | 1.0712 | 0.2263 | 0.9648 | 0.6565 | 1.4586 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 71 | 34 | 37 | 53 | 24 | 29 |
Losing Trades | 24 | 13 | 11 | 42 | 23 | 19 |
Profitability (%) | 74.7368 | 72.3404 | 77.0833 | 55.7895 | 51.0638 | 60.4167 |
Ratio Avg Win / Avg Loss | 0.127 | 0.4096 | 0.0673 | 0.7646 | 0.6292 | 0.9557 |
Largest Winning Trade | 58376 | 58376 | 22959 | 6230971 | 1869127 | 6230971 |
Largest Losing Trade | -577025 | -76635 | -577025 | -13809006 | -13809006 | -4376147 |
Avg Bars in Trades | 73 | 76 | 71 | 73 | 76 | 71 |
Avg Bars in Winners | 29 | 32 | 26 | 60 | 58 | 61 |
Avg Bars in Losers | 205 | 190 | 222 | 90 | 94 | 85 |
Bars Traded | 6998 | 3574 | 3424 | 6998 | 3574 | 3424 |
Profit Streak | 18.5137 | 169.2637 | 18.5137 | 0 | 0 | 0 |
Trades During Streak | 6 | 5 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575428 | -482203 | -575704 | -579774 | -580558 | 326377 |
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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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