Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1411238.384 | 80695.6628 | -1491934.0467 | 166823.8436 | -7850098.9423 | 8016922.7859 |
Total P&L (%) | -1411.2384 | 80.6957 | -1491.934 | 166.8238 | -7850.0989 | 8016.9228 |
Avg Daily Profit (%) | -0.8287 | 0.0474 | -0.8761 | 0.0576 | 0 | 0.2585 |
Buy And Hold Return (%) | 2142.3168 | 2142.3168 | 2142.3168 | 2142.3168 | 2142.3168 | 2142.3168 |
Max Trade Drawdown | -1601690 | -126094 | -1583609 | -8650356 | -8192777 | -4997129 |
Profit Factor | 0.315 | 1.2726 | 0.1544 | 1.0082 | 0.2026 | 1.7572 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 52 | 26 | 26 | 48 | 23 | 25 |
Losing Trades | 40 | 20 | 20 | 44 | 23 | 21 |
Profitability (%) | 56.5217 | 56.5217 | 56.5217 | 52.1739 | 50 | 54.3478 |
Ratio Avg Win / Avg Loss | 0.2423 | 0.9789 | 0.1187 | 0.9242 | 0.2026 | 1.476 |
Largest Winning Trade | 62994 | 45848 | 62994 | 16823002 | 735272 | 16823002 |
Largest Losing Trade | -1249292 | -59710 | -1249292 | -4580137 | -3273005 | -4580137 |
Avg Bars in Trades | 215 | 214 | 217 | 215 | 214 | 217 |
Avg Bars in Winners | 99 | 97 | 101 | 110 | 102 | 117 |
Avg Bars in Losers | 367 | 366 | 369 | 331 | 326 | 336 |
Bars Traded | 19870 | 9861 | 10009 | 19870 | 9861 | 10009 |
Profit Streak | 411.0901 | 0 | 565.8401 | 411.0901 | 0 | 565.8401 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579101 | -296236 | -578491 | -493823 | -580704 | 371226 |
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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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