Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -690133.6523 | 140339.2422 | -830472.8945 | -1793726.4106 | -6756842.2782 | 4963115.8676 |
Total P&L (%) | -690.1337 | 140.3392 | -830.4729 | -1793.7264 | -6756.8423 | 4963.1159 |
Avg Daily Profit (%) | -0.3799 | 0.0773 | -0.4571 | 0 | 0 | 0.2163 |
Buy And Hold Return (%) | 582.2412 | 582.2412 | 582.2412 | 582.2412 | 582.2412 | 582.2412 |
Max Trade Drawdown | -858036 | -133790 | -894378 | -21092132 | -14844071 | -7416497 |
Profit Factor | 0.565 | 1.3864 | 0.3212 | 0.9558 | 0.7025 | 1.2772 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 88 | 46 | 42 | 83 | 38 | 45 |
Losing Trades | 79 | 38 | 41 | 84 | 46 | 38 |
Profitability (%) | 52.6946 | 54.7619 | 50.6024 | 49.7006 | 45.2381 | 54.2169 |
Ratio Avg Win / Avg Loss | 0.5073 | 1.1453 | 0.3136 | 0.9673 | 0.8504 | 1.0786 |
Largest Winning Trade | 48427 | 48427 | 39036 | 9817742 | 2294943 | 9817742 |
Largest Losing Trade | -471672 | -74420 | -471672 | -13426344 | -13426344 | -5410170 |
Avg Bars in Trades | 32 | 33 | 30 | 32 | 33 | 30 |
Avg Bars in Winners | 23 | 24 | 22 | 34 | 38 | 30 |
Avg Bars in Losers | 41 | 43 | 39 | 30 | 28 | 31 |
Bars Traded | 5364 | 2793 | 2571 | 5364 | 2793 | 2571 |
Profit Streak | 2.3978 | 24.7311 | 0 | 0 | 0 | 4.7311 |
Trades During Streak | 1 | 5 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -581264 | -253138 | -581031 | -580019 | -582959 | 316809 |
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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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