Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2009559.7462 | 31956.4344 | -2041516.1805 | -304503.9345 | -5588062.7879 | 5283558.8534 |
Total P&L (%) | -2009.5597 | 31.9564 | -2041.5162 | -304.5039 | -5588.0628 | 5283.5589 |
Avg Daily Profit (%) | -0.8515 | 0.0135 | -0.865 | 0 | 0 | 0.169 |
Buy And Hold Return (%) | 534.1997 | 534.1997 | 534.1997 | 534.1997 | 534.1997 | 534.1997 |
Max Trade Drawdown | -2164003 | -111140 | -2139589 | -10700444 | -8751609 | -2919373 |
Profit Factor | 0.1987 | 1.1375 | 0.1028 | 0.9783 | 0.4522 | 2.3761 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 82 | 41 | 41 | 60 | 30 | 30 |
Losing Trades | 15 | 7 | 8 | 37 | 18 | 19 |
Profitability (%) | 84.5361 | 85.4167 | 83.6735 | 61.8557 | 62.5 | 61.2245 |
Ratio Avg Win / Avg Loss | 0.0364 | 0.1942 | 0.0201 | 0.6033 | 0.2713 | 1.5049 |
Largest Winning Trade | 29592 | 29592 | 18120 | 4143479 | 1271957 | 4143479 |
Largest Losing Trade | -1901043 | -83671 | -1901043 | -8651405 | -8651405 | -2217569 |
Avg Bars in Trades | 46 | 60 | 31 | 46 | 60 | 31 |
Avg Bars in Winners | 13 | 16 | 10 | 32 | 34 | 31 |
Avg Bars in Losers | 222 | 318 | 139 | 67 | 105 | 32 |
Bars Traded | 4466 | 2924 | 1542 | 4466 | 2924 | 1542 |
Profit Streak | 75.4991 | 75.4991 | 281.4991 | 0 | 0 | 0 |
Trades During Streak | 13 | 6 | 10 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574219 | -405456 | -574934 | -578982 | -579068 | 498614 |
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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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