Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1760249.4918 | -6719.6119 | -1753529.8799 | -375404.3109 | -4200359.2961 | 3824954.9853 |
Total P&L (%) | -1760.2495 | -6.7196 | -1753.5299 | -375.4043 | -4200.3593 | 3824.955 |
Avg Daily Profit (%) | -0.9339 | -0.0036 | -0.9304 | 0 | 0 | 0.1949 |
Buy And Hold Return (%) | 330.0228 | 330.0228 | 330.0228 | 330.0228 | 330.0228 | 330.0228 |
Max Trade Drawdown | -1801244 | -118349 | -1778853 | -7364489 | -5409237 | -3909836 |
Profit Factor | 0.2989 | 0.9817 | 0.1815 | 0.9814 | 0.6554 | 1.4758 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 54 | 25 | 29 | 48 | 23 | 25 |
Losing Trades | 44 | 24 | 20 | 50 | 26 | 24 |
Profitability (%) | 55.102 | 51.0204 | 59.1837 | 48.9796 | 46.9388 | 51.0204 |
Ratio Avg Win / Avg Loss | 0.2435 | 0.9425 | 0.1252 | 1.0223 | 0.7408 | 1.4168 |
Largest Winning Trade | 72227 | 72227 | 34594 | 3488800 | 2951786 | 3488800 |
Largest Losing Trade | -1192046 | -53857 | -1192046 | -3469048 | -3469048 | -1664504 |
Avg Bars in Trades | 73 | 55 | 92 | 73 | 55 | 92 |
Avg Bars in Winners | 51 | 36 | 64 | 60 | 50 | 69 |
Avg Bars in Losers | 100 | 74 | 132 | 86 | 59 | 115 |
Bars Traded | 7211 | 2703 | 4508 | 7211 | 2703 | 4508 |
Profit Streak | 27.6833 | 0 | 28.6833 | 0 | 92.9333 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579314 | -580549 | -578950 | -579247 | -580912 | 337715 |
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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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