Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1301537.8836 | -25025.3947 | -1276512.4889 | 307519.5455 | 2909642.4151 | -2602122.8697 |
Total P&L (%) | -1301.5379 | -25.0254 | -1276.5125 | 307.5195 | 2909.6424 | -2602.1229 |
Avg Daily Profit (%) | -0.6941 | -0.0133 | -0.6807 | 0.075 | 0.1817 | 0 |
Buy And Hold Return (%) | 398.5783 | 398.5783 | 398.5783 | 398.5783 | 398.5783 | 398.5783 |
Max Trade Drawdown | -1427075 | -189734 | -1356890 | -4142790 | -400919 | -6191343 |
Profit Factor | 0.374 | 0.9227 | 0.2727 | 1.0303 | 2.8558 | 0.6962 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 61 | 25 | 36 | 45 | 27 | 18 |
Losing Trades | 37 | 24 | 13 | 53 | 22 | 31 |
Profitability (%) | 62.2449 | 51.0204 | 73.4694 | 45.9184 | 55.102 | 36.7347 |
Ratio Avg Win / Avg Loss | 0.2268 | 0.8858 | 0.0985 | 1.2135 | 2.327 | 1.1991 |
Largest Winning Trade | 63724 | 63724 | 48355 | 2028651 | 1324182 | 2028651 |
Largest Losing Trade | -612228 | -41218 | -612228 | -3603022 | -400919 | -3603022 |
Avg Bars in Trades | 112 | 69 | 156 | 112 | 69 | 156 |
Avg Bars in Winners | 93 | 40 | 130 | 115 | 74 | 177 |
Avg Bars in Losers | 144 | 99 | 228 | 110 | 62 | 144 |
Bars Traded | 11061 | 3397 | 7664 | 11061 | 3397 | 7664 |
Profit Streak | 53.2592 | 0 | 65.9259 | 53.2592 | 0 | 65.9259 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578366 | -580549 | -577080 | -446560 | 507274 | -583615 |
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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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