Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -972914.3343 | 28481.7859 | -1001396.1202 | 158335.0995 | -4190602.2453 | 4348937.3448 |
Total P&L (%) | -972.9143 | 28.4818 | -1001.3961 | 158.3351 | -4190.6022 | 4348.9373 |
Avg Daily Profit (%) | -0.5206 | 0.0152 | -0.5359 | 0.0508 | 0 | 0.2033 |
Buy And Hold Return (%) | 526.2112 | 526.2112 | 526.2112 | 526.2112 | 526.2112 | 526.2112 |
Max Trade Drawdown | -1058191 | -160608 | -1043454 | -4839698 | -4623488 | -1979421 |
Profit Factor | 0.3652 | 1.1019 | 0.2009 | 1.0162 | 0.3484 | 2.2929 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 46 | 22 | 24 | 44 | 19 | 25 |
Losing Trades | 49 | 25 | 24 | 51 | 28 | 23 |
Profitability (%) | 48.4211 | 46.8085 | 50 | 46.3158 | 40.4255 | 52.0833 |
Ratio Avg Win / Avg Loss | 0.389 | 1.2522 | 0.2009 | 1.1778 | 0.5134 | 2.1095 |
Largest Winning Trade | 39005 | 39005 | 31274 | 4110099 | 698707 | 4110099 |
Largest Losing Trade | -732080 | -77010 | -732080 | -3706275 | -3706275 | -1322720 |
Avg Bars in Trades | 56 | 70 | 42 | 56 | 70 | 42 |
Avg Bars in Winners | 25 | 23 | 26 | 34 | 19 | 45 |
Avg Bars in Losers | 85 | 111 | 57 | 74 | 104 | 38 |
Bars Traded | 5331 | 3309 | 2021 | 5331 | 3309 | 2021 |
Profit Streak | 4.7356 | 0 | 26.069 | 4.7356 | 0 | 26.069 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580670 | -447849 | -579670 | -494305 | -584420 | 497132 |
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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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