Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1671190.6588 | 26793.033 | -1697983.6918 | 23051353.8498 | 3620887.9854 | 19430465.8644 |
Total P&L (%) | -1671.1907 | 26.793 | -1697.9837 | 23051.3539 | 3620.888 | 19430.4659 |
Avg Daily Profit (%) | -0.8919 | 0.0143 | -0.9062 | 0.291 | 0.1932 | 0.2819 |
Buy And Hold Return (%) | 654.8886 | 654.8886 | 654.8886 | 654.8886 | 654.8886 | 654.8886 |
Max Trade Drawdown | -1891444 | -87887 | -1113945 | -31515912 | -8596019 | -28076574 |
Profit Factor | 0.2722 | 1.129 | 0.1871 | 1.3112 | 1.1334 | 1.414 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 66 | 28 | 38 | 68 | 29 | 39 |
Losing Trades | 49 | 30 | 19 | 47 | 29 | 18 |
Profitability (%) | 57.3913 | 48.2759 | 66.6667 | 59.1304 | 50 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.2021 | 1.2097 | 0.0935 | 0.9063 | 1.1334 | 0.6526 |
Largest Winning Trade | 47475 | 47170 | 47475 | 10363367 | 2739242 | 10363367 |
Largest Losing Trade | -1106773 | -36871 | -1106773 | -28076574 | -3334111 | -28076574 |
Avg Bars in Trades | 44 | 24 | 64 | 44 | 24 | 64 |
Avg Bars in Winners | 24 | 13 | 32 | 32 | 12 | 47 |
Avg Bars in Losers | 71 | 34 | 128 | 61 | 36 | 102 |
Bars Traded | 5111 | 1426 | 3685 | 5111 | 1426 | 3685 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579514 | -598552 | -758672 | 316448 | -246513 | -169816 |
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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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