Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -649882.9287 | 157418.0735 | -807301.0022 | -2122419.877 | -6650839.9879 | 4528420.1109 |
Total P&L (%) | -649.8829 | 157.4181 | -807.301 | -2122.4199 | -6650.84 | 4528.4201 |
Avg Daily Profit (%) | -0.3578 | 0.0867 | -0.4444 | 0 | 0 | 0.2113 |
Buy And Hold Return (%) | 626.4925 | 626.4925 | 626.4925 | 626.4925 | 626.4925 | 626.4925 |
Max Trade Drawdown | -804872 | -121994 | -871057 | -14039240 | -10136407 | -4494847 |
Profit Factor | 0.5492 | 1.5149 | 0.2893 | 0.9258 | 0.58 | 1.3545 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 56 | 29 | 27 | 43 | 19 | 24 |
Losing Trades | 42 | 20 | 22 | 55 | 30 | 25 |
Profitability (%) | 57.1429 | 59.1837 | 55.102 | 43.8776 | 38.7755 | 48.9796 |
Ratio Avg Win / Avg Loss | 0.4119 | 1.0448 | 0.2357 | 1.1842 | 0.9158 | 1.4109 |
Largest Winning Trade | 58228 | 58228 | 45804 | 11710376 | 1924741 | 11710376 |
Largest Losing Trade | -423947 | -79555 | -423947 | -8513315 | -8513315 | -3837172 |
Avg Bars in Trades | 36 | 42 | 29 | 36 | 42 | 29 |
Avg Bars in Winners | 21 | 26 | 16 | 36 | 45 | 28 |
Avg Bars in Losers | 55 | 66 | 46 | 36 | 41 | 31 |
Bars Traded | 3571 | 2102 | 1469 | 3571 | 2102 | 1469 |
Profit Streak | 9.4358 | 17.9358 | 0 | 0 | 0 | 102.9358 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578925 | -239788 | -579742 | -581231 | -585046 | 355823 |
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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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