Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1158098.4908 | -24749.8173 | -1133348.6735 | -1254626.1842 | 2394793.92 | -3649420.1042 |
Total P&L (%) | -1158.0985 | -24.7498 | -1133.3487 | -1254.6262 | 2394.7939 | -3649.4201 |
Avg Daily Profit (%) | -0.5323 | -0.0114 | -0.5209 | 0 | 0.148 | 0 |
Buy And Hold Return (%) | 452.6316 | 452.6316 | 452.6316 | 452.6316 | 452.6316 | 452.6316 |
Max Trade Drawdown | -1318914 | -171518 | -1216747 | -3778507 | -589254 | -3723518 |
Profit Factor | 0.3031 | 0.9053 | 0.1908 | 0.8249 | 2.5719 | 0.353 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 71 | 35 | 36 | 43 | 23 | 20 |
Losing Trades | 20 | 10 | 10 | 48 | 22 | 26 |
Profitability (%) | 78.022 | 77.7778 | 78.2609 | 47.2527 | 51.1111 | 43.4783 |
Ratio Avg Win / Avg Loss | 0.0854 | 0.2586 | 0.053 | 0.9208 | 2.46 | 0.4589 |
Largest Winning Trade | 39133 | 37709 | 39133 | 1134362 | 1134362 | 1126911 |
Largest Losing Trade | -634549 | -68132 | -634549 | -3229385 | -376468 | -3229385 |
Avg Bars in Trades | 66 | 59 | 73 | 66 | 59 | 73 |
Avg Bars in Winners | 25 | 22 | 27 | 75 | 92 | 56 |
Avg Bars in Losers | 214 | 188 | 240 | 58 | 25 | 86 |
Bars Traded | 6076 | 2690 | 3385 | 6076 | 2690 | 3385 |
Profit Streak | 50.7184 | 170.7184 | 50.7184 | 0 | 0 | 0 |
Trades During Streak | 2 | 6 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575635 | -575671 | -576476 | -581603 | 319227 | -583240 |
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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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