Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1110294.7842 | -18607.86 | -1091686.9242 | -875265.2967 | -6622412.3159 | 5747147.0193 |
Total P&L (%) | -1110.2948 | -18.6079 | -1091.6869 | -875.2653 | -6622.4123 | 5747.147 |
Avg Daily Profit (%) | -0.6096 | -0.0102 | -0.5994 | 0 | 0 | 0.2236 |
Buy And Hold Return (%) | 780.5603 | 780.5603 | 780.5603 | 780.5603 | 780.5603 | 780.5603 |
Max Trade Drawdown | -1179025 | -194301 | -1125246 | -19430905 | -15098950 | -4537196 |
Profit Factor | 0.3484 | 0.941 | 0.2137 | 0.9692 | 0.6334 | 1.554 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 72 | 35 | 37 | 47 | 23 | 24 |
Losing Trades | 26 | 14 | 12 | 51 | 26 | 25 |
Profitability (%) | 73.4694 | 71.4286 | 75.5102 | 47.9592 | 46.9388 | 48.9796 |
Ratio Avg Win / Avg Loss | 0.1258 | 0.3764 | 0.0693 | 1.0517 | 0.716 | 1.6187 |
Largest Winning Trade | 32795 | 32795 | 29553 | 6680672 | 1843960 | 6680672 |
Largest Losing Trade | -555255 | -75249 | -555255 | -12927510 | -12927510 | -2985109 |
Avg Bars in Trades | 53 | 58 | 48 | 53 | 58 | 48 |
Avg Bars in Winners | 17 | 15 | 18 | 53 | 57 | 49 |
Avg Bars in Losers | 153 | 165 | 138 | 53 | 59 | 46 |
Bars Traded | 5239 | 2877 | 2362 | 5239 | 2877 | 2362 |
Profit Streak | 28.462 | 68.7953 | 28.462 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575731 | -576934 | -576834 | -579643 | -581872 | 384703 |
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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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