Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1453194.4853 | -102427.6383 | -1350766.847 | -51863.8444 | -2163691.1712 | 2111827.3268 |
Total P&L (%) | -1453.1945 | -102.4276 | -1350.7668 | -51.8638 | -2163.6912 | 2111.8273 |
Avg Daily Profit (%) | -0.7713 | -0.0544 | -0.7169 | -0.0388 | 0 | 0.1645 |
Buy And Hold Return (%) | 222.2845 | 222.2845 | 222.2845 | 222.2845 | 222.2845 | 222.2845 |
Max Trade Drawdown | -1565515 | -185143 | -1390350 | -4241741 | -3380816 | -2105567 |
Profit Factor | 0.2443 | 0.6823 | 0.1561 | 0.9939 | 0.4542 | 1.4597 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 53 | 25 | 28 | 55 | 26 | 29 |
Losing Trades | 41 | 22 | 19 | 39 | 21 | 18 |
Profitability (%) | 56.383 | 53.1915 | 59.5745 | 58.5106 | 55.3191 | 61.7021 |
Ratio Avg Win / Avg Loss | 0.189 | 0.6005 | 0.1059 | 0.7048 | 0.3668 | 0.906 |
Largest Winning Trade | 34720 | 24178 | 34720 | 3466860 | 618896 | 3466860 |
Largest Losing Trade | -1041543 | -51640 | -1041543 | -2208246 | -2208246 | -2105567 |
Avg Bars in Trades | 117 | 107 | 127 | 117 | 107 | 127 |
Avg Bars in Winners | 66 | 51 | 80 | 85 | 64 | 104 |
Avg Bars in Losers | 183 | 171 | 197 | 162 | 160 | 164 |
Bars Traded | 11048 | 5056 | 5992 | 11048 | 5056 | 5992 |
Profit Streak | 0 | 91.775 | 0 | 0 | 91.775 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579699 | -578923 | -579455 | -579424 | -578647 | 314106 |
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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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