Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1167151.2347 | 112547.7009 | -1279698.9356 | 907317.2164 | -18087100.7741 | 18994417.9905 |
Total P&L (%) | -1167.1512 | 112.5477 | -1279.6989 | 907.3172 | -18087.1008 | 18994.418 |
Avg Daily Profit (%) | -0.6534 | 0.063 | -0.7164 | 0.1294 | 0 | 0.2944 |
Buy And Hold Return (%) | 279.9704 | 279.9704 | 279.9704 | 279.9704 | 279.9704 | 279.9704 |
Max Trade Drawdown | -1223367 | -197630 | -1358966 | -20729123 | -18413582 | -3847024 |
Profit Factor | 0.3557 | 1.3496 | 0.141 | 1.0316 | 0.1895 | 3.9568 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 53 | 25 | 28 | 51 | 23 | 28 |
Losing Trades | 41 | 22 | 19 | 43 | 24 | 19 |
Profitability (%) | 56.383 | 53.1915 | 59.5745 | 54.2553 | 48.9362 | 59.5745 |
Ratio Avg Win / Avg Loss | 0.2752 | 1.1876 | 0.0956 | 0.8698 | 0.1977 | 2.685 |
Largest Winning Trade | 257029 | 257029 | 21724 | 17269211 | 892592 | 17269211 |
Largest Losing Trade | -898032 | -60427 | -898032 | -11157553 | -11157553 | -2108813 |
Avg Bars in Trades | 54 | 63 | 45 | 54 | 63 | 45 |
Avg Bars in Winners | 29 | 34 | 25 | 36 | 31 | 40 |
Avg Bars in Losers | 87 | 97 | 75 | 76 | 94 | 52 |
Bars Traded | 5137 | 3005 | 2132 | 5137 | 3005 | 2132 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579699 | -273695 | -579455 | -209427 | -581110 | 619098 |
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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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