Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1022092.7072 | 51089.8304 | -1073182.5376 | -453509.4648 | -4566274.56 | 4112765.0952 |
Total P&L (%) | -1022.0927 | 51.0898 | -1073.1825 | -453.5095 | -4566.2746 | 4112.7651 |
Avg Daily Profit (%) | -0.5621 | 0.0281 | -0.5902 | 0 | 0 | 0.2059 |
Buy And Hold Return (%) | 657.7658 | 657.7658 | 657.7658 | 657.7658 | 657.7658 | 657.7658 |
Max Trade Drawdown | -1095688 | -137599 | -1093397 | -10019641 | -7516517 | -2956348 |
Profit Factor | 0.4168 | 1.1599 | 0.2511 | 0.9761 | 0.5463 | 1.4598 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 53 | 27 | 26 | 46 | 21 | 25 |
Losing Trades | 34 | 17 | 17 | 41 | 23 | 18 |
Profitability (%) | 60.9195 | 61.3636 | 60.4651 | 52.8736 | 47.7273 | 58.1395 |
Ratio Avg Win / Avg Loss | 0.2674 | 0.7303 | 0.1642 | 0.87 | 0.5983 | 1.051 |
Largest Winning Trade | 52181 | 52181 | 44150 | 8591052 | 2120804 | 8591052 |
Largest Losing Trade | -530689 | -80153 | -530689 | -7245999 | -7245999 | -2956348 |
Avg Bars in Trades | 60 | 52 | 68 | 60 | 52 | 68 |
Avg Bars in Winners | 38 | 32 | 45 | 58 | 49 | 66 |
Avg Bars in Losers | 93 | 83 | 103 | 61 | 54 | 71 |
Bars Traded | 5239 | 2291 | 2948 | 5239 | 2291 | 2948 |
Profit Streak | 39.3088 | 69.6422 | 0 | 0 | 0 | 158.6422 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578305 | -365377 | -579370 | -580173 | -581603 | 385967 |
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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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