Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1489530.2927 | 57859.5676 | -1547389.8603 | -341580.8907 | 2060496.8565 | -2402077.7472 |
Total P&L (%) | -1489.5303 | 57.8596 | -1547.3899 | -341.5809 | 2060.4969 | -2402.0777 |
Avg Daily Profit (%) | -0.8312 | 0.0323 | -0.8635 | 0 | 0.1716 | 0 |
Buy And Hold Return (%) | 43.6699 | 43.6699 | 43.6699 | 43.6699 | 43.6699 | 43.6699 |
Max Trade Drawdown | -1757877 | -193893 | -1630194 | -3499107 | -1385510 | -3381808 |
Profit Factor | 0.3537 | 1.1503 | 0.194 | 0.9586 | 1.8988 | 0.597 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 64 | 30 | 34 | 34 | 21 | 13 |
Losing Trades | 32 | 18 | 14 | 62 | 27 | 35 |
Profitability (%) | 66.6667 | 62.5 | 70.8333 | 35.4167 | 43.75 | 27.0833 |
Ratio Avg Win / Avg Loss | 0.1769 | 0.6902 | 0.0799 | 1.7481 | 2.4413 | 1.6074 |
Largest Winning Trade | 116521 | 116521 | 37711 | 1521289 | 1521289 | 1408561 |
Largest Losing Trade | -1583933 | -61107 | -1583933 | -2672317 | -541227 | -2672317 |
Avg Bars in Trades | 34 | 32 | 37 | 34 | 32 | 37 |
Avg Bars in Winners | 18 | 11 | 24 | 56 | 55 | 56 |
Avg Bars in Losers | 66 | 67 | 66 | 23 | 14 | 29 |
Bars Traded | 3341 | 1562 | 1779 | 3341 | 1562 | 1779 |
Profit Streak | 63.525 | 91.025 | 63.525 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576529 | -268266 | -576601 | -583415 | 326096 | -598822 |
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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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