Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1025200.6929 | 43033.7226 | -1068234.4155 | -2901233.025 | -6756370.516 | 3855137.491 |
Total P&L (%) | -1025.2007 | 43.0337 | -1068.2344 | -2901.233 | -6756.3705 | 3855.1375 |
Avg Daily Profit (%) | -0.5634 | 0.0236 | -0.587 | 0 | 0 | 0.2023 |
Buy And Hold Return (%) | 627.8358 | 627.8358 | 627.8358 | 627.8358 | 627.8358 | 627.8358 |
Max Trade Drawdown | -1187480 | -148668 | -1148311 | -15095231 | -11227726 | -4150212 |
Profit Factor | 0.3854 | 1.1423 | 0.2178 | 0.8759 | 0.5386 | 1.4413 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 54 | 27 | 27 | 39 | 17 | 22 |
Losing Trades | 31 | 16 | 15 | 46 | 26 | 20 |
Profitability (%) | 63.5294 | 62.7907 | 64.2857 | 45.8824 | 39.5349 | 52.381 |
Ratio Avg Win / Avg Loss | 0.2213 | 0.6769 | 0.121 | 1.0331 | 0.8238 | 1.3102 |
Largest Winning Trade | 48710 | 48710 | 28809 | 5318527 | 2044815 | 5318527 |
Largest Losing Trade | -495378 | -71744 | -495378 | -8383161 | -8383161 | -2499975 |
Avg Bars in Trades | 83 | 89 | 78 | 83 | 89 | 78 |
Avg Bars in Winners | 43 | 43 | 43 | 85 | 93 | 79 |
Avg Bars in Losers | 154 | 168 | 140 | 82 | 87 | 77 |
Bars Traded | 7137 | 3856 | 3282 | 7137 | 3856 | 3282 |
Profit Streak | 40.888 | 66.138 | 40.888 | 0 | 0 | 0 |
Trades During Streak | 7 | 4 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576922 | -389621 | -577457 | -580485 | -584796 | 316198 |
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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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