Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -877593.2289 | 196643.0351 | -1074236.264 | 20037.859 | 3054177.4614 | -3034139.6024 |
Total P&L (%) | -877.5932 | 196.643 | -1074.2363 | 20.0379 | 3054.1775 | -3034.1396 |
Avg Daily Profit (%) | -0.406 | 0.091 | -0.497 | 0.0085 | 0.1598 | 0 |
Buy And Hold Return (%) | 605.7444 | 605.7444 | 605.7444 | 605.7444 | 605.7444 | 605.7444 |
Max Trade Drawdown | -1202874 | -91439 | -1228139 | -8361439 | -2828366 | -6718785 |
Profit Factor | 0.4976 | 1.6317 | 0.2516 | 1.0013 | 1.5425 | 0.684 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 50 | 26 | 24 | 46 | 26 | 20 |
Losing Trades | 37 | 17 | 20 | 41 | 17 | 24 |
Profitability (%) | 57.4713 | 60.4651 | 54.5455 | 52.8736 | 60.4651 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.3682 | 1.0669 | 0.2097 | 0.8925 | 1.0085 | 0.8209 |
Largest Winning Trade | 64011 | 58127 | 64011 | 5141382 | 5043907 | 5141382 |
Largest Losing Trade | -945596 | -63362 | -945596 | -1955031 | -1955031 | -1901304 |
Avg Bars in Trades | 143 | 130 | 156 | 143 | 130 | 156 |
Avg Bars in Winners | 80 | 82 | 79 | 129 | 130 | 127 |
Avg Bars in Losers | 228 | 203 | 249 | 159 | 129 | 181 |
Bars Traded | 12486 | 5592 | 6895 | 12486 | 5592 | 6895 |
Profit Streak | 104.6554 | 105.9887 | 104.6554 | 104.6554 | 105.9887 | 104.6554 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578183 | -232534 | -579172 | -566065 | 385798 | -581529 |
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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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