Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1040592.2248 | -61933.2046 | -978659.0201 | -384037.5874 | 4612126.5979 | -4996164.1854 |
Total P&L (%) | -1040.5922 | -61.9332 | -978.659 | -384.0376 | 4612.1266 | -4996.1642 |
Avg Daily Profit (%) | -0.5823 | -0.0347 | -0.5477 | 0 | 0.2158 | 0 |
Buy And Hold Return (%) | 259.3199 | 259.3199 | 259.3199 | 259.3199 | 259.3199 | 259.3199 |
Max Trade Drawdown | -1274401 | -248201 | -1069159 | -4190042 | -171219 | -5203619 |
Profit Factor | 0.285 | 0.8105 | 0.1329 | 0.9359 | 9.4519 | 0.0821 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 52 | 23 | 29 | 38 | 22 | 16 |
Losing Trades | 36 | 21 | 15 | 50 | 22 | 28 |
Profitability (%) | 59.0909 | 52.2727 | 65.9091 | 43.1818 | 50 | 36.3636 |
Ratio Avg Win / Avg Loss | 0.1973 | 0.74 | 0.0687 | 1.2314 | 9.4519 | 0.1437 |
Largest Winning Trade | 121873 | 121873 | 16972 | 1893914 | 1893914 | 280059 |
Largest Losing Trade | -1066609 | -60877 | -1066609 | -4143084 | -104721 | -4143084 |
Avg Bars in Trades | 53 | 69 | 38 | 53 | 69 | 38 |
Avg Bars in Winners | 18 | 18 | 18 | 89 | 124 | 42 |
Avg Bars in Losers | 105 | 125 | 76 | 26 | 15 | 35 |
Bars Traded | 4749 | 3076 | 1673 | 4749 | 3076 | 1673 |
Profit Streak | 29.5428 | 29.5428 | 65.8761 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577898 | -579884 | -577273 | -581527 | 603351 | -586022 |
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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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