Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1146860.0846 | 32916.5868 | -1179776.6714 | -2744.5658 | -3947569.3506 | 3944824.7848 |
Total P&L (%) | -1146.8601 | 32.9166 | -1179.7767 | -2.7446 | -3947.5694 | 3944.8248 |
Avg Daily Profit (%) | -0.6112 | 0.0175 | -0.6288 | -0.0015 | 0 | 0.1974 |
Buy And Hold Return (%) | 281.2192 | 281.2192 | 281.2192 | 281.2192 | 281.2192 | 281.2192 |
Max Trade Drawdown | -1198975 | -157216 | -1162754 | -9741741 | -7925195 | -4580237 |
Profit Factor | 0.4117 | 1.0791 | 0.2306 | 0.9999 | 0.6731 | 1.4824 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 46 | 21 | 25 | 42 | 19 | 23 |
Losing Trades | 47 | 26 | 21 | 51 | 28 | 23 |
Profitability (%) | 49.4624 | 44.6809 | 54.3478 | 45.1613 | 40.4255 | 50 |
Ratio Avg Win / Avg Loss | 0.4207 | 1.336 | 0.1937 | 1.2141 | 0.9919 | 1.4824 |
Largest Winning Trade | 82394 | 82394 | 40875 | 3399158 | 3015863 | 3399158 |
Largest Losing Trade | -861897 | -54183 | -861897 | -5321566 | -5321566 | -2570208 |
Avg Bars in Trades | 57 | 47 | 67 | 57 | 47 | 67 |
Avg Bars in Winners | 46 | 33 | 57 | 49 | 37 | 58 |
Avg Bars in Losers | 68 | 59 | 79 | 64 | 54 | 75 |
Bars Traded | 5347 | 2253 | 3094 | 5347 | 2253 | 3094 |
Profit Streak | 15.4068 | 28.4068 | 0 | 15.4068 | 28.4068 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580156 | -470179 | -580140 | -580162 | -583879 | 334345 |
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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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