Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1170102.2814 | 139442.6561 | -1309544.9375 | 1035299.4307 | -4973710.6117 | 6009010.0424 |
Total P&L (%) | -1170.1023 | 139.4427 | -1309.5449 | 1035.2994 | -4973.7106 | 6009.01 |
Avg Daily Profit (%) | -0.6871 | 0.0819 | -0.769 | 0.1428 | 0 | 0.2418 |
Buy And Hold Return (%) | 2005.4384 | 2005.4384 | 2005.4384 | 2005.4384 | 2005.4384 | 2005.4384 |
Max Trade Drawdown | -1426628 | -67831 | -1439238 | -6973782 | -5284313 | -3938059 |
Profit Factor | 0.403 | 1.464 | 0.2108 | 1.0489 | 0.5304 | 1.5679 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 54 | 27 | 27 | 56 | 28 | 28 |
Losing Trades | 40 | 20 | 20 | 38 | 19 | 19 |
Profitability (%) | 57.4468 | 57.4468 | 57.4468 | 59.5745 | 59.5745 | 59.5745 |
Ratio Avg Win / Avg Loss | 0.2985 | 1.0844 | 0.1561 | 0.7118 | 0.3599 | 1.0639 |
Largest Winning Trade | 92096 | 92096 | 65934 | 9687178 | 1025624 | 9687178 |
Largest Losing Trade | -887427 | -63492 | -887427 | -4656190 | -4656190 | -3158756 |
Avg Bars in Trades | 213 | 206 | 221 | 213 | 206 | 221 |
Avg Bars in Winners | 142 | 149 | 135 | 151 | 148 | 154 |
Avg Bars in Losers | 310 | 283 | 337 | 306 | 291 | 320 |
Bars Traded | 20115 | 9707 | 10408 | 20115 | 9707 | 10408 |
Profit Streak | 442.701 | 442.701 | 516.8676 | 442.701 | 442.701 | 516.8676 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578223 | -246692 | -578395 | -333394 | -578870 | 347737 |
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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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