Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1035325.9877 | 20038.3196 | -1055364.3073 | -1454229.1979 | -6405347.119 | 4951117.9211 |
Total P&L (%) | -1035.326 | 20.0383 | -1055.3643 | -1454.2292 | -6405.3471 | 4951.1179 |
Avg Daily Profit (%) | -0.5701 | 0.011 | -0.5811 | 0 | 0 | 0.2162 |
Buy And Hold Return (%) | 596.6976 | 596.6976 | 596.6976 | 596.6976 | 596.6976 | 596.6976 |
Max Trade Drawdown | -1115094 | -176693 | -1086422 | -18808621 | -13609887 | -6223970 |
Profit Factor | 0.3728 | 1.0696 | 0.2256 | 0.9468 | 0.6211 | 1.4752 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 68 | 34 | 34 | 45 | 20 | 25 |
Losing Trades | 23 | 12 | 11 | 46 | 26 | 20 |
Profitability (%) | 74.7253 | 73.913 | 75.5556 | 49.4505 | 43.4783 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.1261 | 0.3775 | 0.073 | 0.9678 | 0.8074 | 1.1801 |
Largest Winning Trade | 61446 | 61446 | 20210 | 5261904 | 1283960 | 5261904 |
Largest Losing Trade | -532052 | -74500 | -532052 | -11623943 | -11623943 | -3422676 |
Avg Bars in Trades | 58 | 60 | 56 | 58 | 60 | 56 |
Avg Bars in Winners | 24 | 27 | 21 | 52 | 52 | 53 |
Avg Bars in Losers | 159 | 154 | 165 | 64 | 66 | 60 |
Bars Traded | 5325 | 2792 | 2533 | 5325 | 2792 | 2533 |
Profit Streak | 21.229 | 172.229 | 21.229 | 0 | 0 | 0 |
Trades During Streak | 5 | 6 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575495 | -484867 | -576346 | -580748 | -583240 | 364205 |
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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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