Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1120617.3539 | 55158.1064 | -1175775.4603 | 239225.8783 | 4044777.6699 | -3805551.7917 |
Total P&L (%) | -1120.6174 | 55.1581 | -1175.7755 | 239.2259 | 4044.7777 | -3805.5518 |
Avg Daily Profit (%) | -0.4748 | 0.0234 | -0.4982 | 0.0518 | 0.1579 | 0 |
Buy And Hold Return (%) | 732.6891 | 732.6891 | 732.6891 | 732.6891 | 732.6891 | 732.6891 |
Max Trade Drawdown | -1293500 | -91140 | -1296902 | -11015020 | -1900747 | -9750712 |
Profit Factor | 0.4561 | 1.1789 | 0.3289 | 1.0092 | 1.5804 | 0.7989 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 101 | 46 | 55 | 95 | 50 | 45 |
Losing Trades | 81 | 45 | 36 | 87 | 41 | 46 |
Profitability (%) | 55.4945 | 50.5495 | 60.4396 | 52.1978 | 54.9451 | 49.4505 |
Ratio Avg Win / Avg Loss | 0.3658 | 1.1532 | 0.2153 | 0.9242 | 1.296 | 0.8167 |
Largest Winning Trade | 45402 | 45402 | 35480 | 4125287 | 872593 | 4125287 |
Largest Losing Trade | -865068 | -19465 | -865068 | -3408290 | -1354401 | -3408290 |
Avg Bars in Trades | 25 | 7 | 42 | 25 | 7 | 42 |
Avg Bars in Winners | 21 | 6 | 33 | 23 | 7 | 42 |
Avg Bars in Losers | 29 | 7 | 56 | 26 | 7 | 43 |
Bars Traded | 4554 | 648 | 3905 | 4554 | 648 | 3905 |
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 | -578834 | -351161 | -579735 | -500071 | 327501 | -581302 |
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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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