Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1037788.2873 | -42626.9996 | -995161.2877 | 86933.0122 | -2485896.4434 | 2572829.4556 |
Total P&L (%) | -1037.7883 | -42.627 | -995.1613 | 86.933 | -2485.8964 | 2572.8295 |
Avg Daily Profit (%) | -0.5552 | -0.0228 | -0.5324 | 0.0335 | 0 | 0.1759 |
Buy And Hold Return (%) | 630.0683 | 630.0683 | 630.0683 | 630.0683 | 630.0683 | 630.0683 |
Max Trade Drawdown | -1060071 | -190313 | -1008543 | -2377095 | -2525178 | -525889 |
Profit Factor | 0.2756 | 0.8665 | 0.1062 | 1.0201 | 0.2309 | 3.3614 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 36 | 18 | 18 | 38 | 19 | 19 |
Losing Trades | 47 | 23 | 24 | 45 | 22 | 23 |
Profitability (%) | 43.3735 | 43.9024 | 42.8571 | 45.7831 | 46.3415 | 45.2381 |
Ratio Avg Win / Avg Loss | 0.3598 | 1.1072 | 0.1416 | 1.208 | 0.2674 | 4.069 |
Largest Winning Trade | 117439 | 117439 | 24997 | 2902064 | 330805 | 2902064 |
Largest Losing Trade | -536900 | -58018 | -536900 | -1091570 | -1091570 | -513949 |
Avg Bars in Trades | 63 | 77 | 51 | 63 | 77 | 51 |
Avg Bars in Winners | 27 | 24 | 31 | 35 | 13 | 57 |
Avg Bars in Losers | 91 | 118 | 66 | 88 | 132 | 45 |
Bars Traded | 5307 | 3163 | 2144 | 5307 | 3163 | 2144 |
Profit Streak | 29.8344 | 0 | 34.1677 | 29.8344 | 0 | 34.1677 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -584092 | -581446 | -582519 | -514734 | -582165 | 406660 |
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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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