Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1524012.8214 | -84874.9511 | -1439137.8703 | -1311054.9174 | -4210029.1213 | 2898974.2039 |
Total P&L (%) | -1524.0128 | -84.875 | -1439.1379 | -1311.0549 | -4210.0291 | 2898.9742 |
Avg Daily Profit (%) | -0.8411 | -0.0468 | -0.7942 | 0 | 0 | 0.1879 |
Buy And Hold Return (%) | 507.9417 | 507.9417 | 507.9417 | 507.9417 | 507.9417 | 507.9417 |
Max Trade Drawdown | -1603518 | -158069 | -1476383 | -11808573 | -6938762 | -5623625 |
Profit Factor | 0.2354 | 0.7166 | 0.1504 | 0.9391 | 0.5833 | 1.2537 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 48 | 26 | 22 | 51 | 26 | 25 |
Losing Trades | 43 | 20 | 23 | 40 | 20 | 20 |
Profitability (%) | 52.7473 | 56.5217 | 48.8889 | 56.044 | 56.5217 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.2109 | 0.5512 | 0.1572 | 0.7366 | 0.4487 | 1.0029 |
Largest Winning Trade | 32746 | 28374 | 32746 | 6566160 | 866055 | 6566160 |
Largest Losing Trade | -744403 | -66264 | -744403 | -5328760 | -4388667 | -5328760 |
Avg Bars in Trades | 56 | 56 | 56 | 56 | 56 | 56 |
Avg Bars in Winners | 33 | 33 | 34 | 55 | 56 | 54 |
Avg Bars in Losers | 81 | 86 | 77 | 57 | 56 | 58 |
Bars Traded | 5145 | 2602 | 2543 | 5145 | 2602 | 2543 |
Profit Streak | 83.6644 | 84.9978 | 0 | 0 | 0 | 225.9978 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579621 | -579300 | -581144 | -579751 | -579859 | 310781 |
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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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