Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1011821.536 | 19827.647 | -1031649.1831 | -1711314.4461 | -11601773.9453 | 9890459.4992 |
Total P&L (%) | -1011.8215 | 19.8276 | -1031.6492 | -1711.3144 | -11601.7739 | 9890.4595 |
Avg Daily Profit (%) | -0.5549 | 0.0109 | -0.5658 | 0 | 0 | 0.2528 |
Buy And Hold Return (%) | 883.2386 | 883.2386 | 883.2386 | 883.2386 | 883.2386 | 883.2386 |
Max Trade Drawdown | -1068389 | -187694 | -1065202 | -35645500 | -27261813 | -9382067 |
Profit Factor | 0.3822 | 1.0679 | 0.2334 | 0.9649 | 0.6295 | 1.5652 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 71 | 34 | 37 | 46 | 22 | 24 |
Losing Trades | 25 | 14 | 11 | 50 | 26 | 24 |
Profitability (%) | 73.9583 | 70.8333 | 77.0833 | 47.9167 | 45.8333 | 50 |
Ratio Avg Win / Avg Loss | 0.1346 | 0.4397 | 0.0694 | 1.0488 | 0.7439 | 1.5652 |
Largest Winning Trade | 31633 | 31633 | 29553 | 9020516 | 3139541 | 9020516 |
Largest Losing Trade | -587685 | -73281 | -587685 | -22550119 | -22550119 | -6529336 |
Avg Bars in Trades | 54 | 59 | 49 | 54 | 59 | 49 |
Avg Bars in Winners | 18 | 18 | 18 | 55 | 53 | 57 |
Avg Bars in Losers | 157 | 157 | 156 | 53 | 63 | 42 |
Bars Traded | 5236 | 2838 | 2398 | 5236 | 2838 | 2398 |
Profit Streak | 17.5048 | 159.5048 | 0 | 0 | 0 | 156.5048 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576571 | -487451 | -577178 | -579665 | -582309 | 444883 |
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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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