Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1054864.051 | 281014.9677 | -1335879.0187 | -229365.8402 | -14163212.7653 | 13933846.9251 |
Total P&L (%) | -1054.8641 | 281.015 | -1335.879 | -229.3658 | -14163.2128 | 13933.8469 |
Avg Daily Profit (%) | -0.5371 | 0.1431 | -0.6802 | 0 | 0 | 0.2521 |
Buy And Hold Return (%) | 1691.3126 | 1691.3126 | 1691.3126 | 1691.3126 | 1691.3126 | 1691.3126 |
Max Trade Drawdown | -1404681 | -78811 | -1471701 | -28313676 | -16078440 | -12806202 |
Profit Factor | 0.4727 | 1.9126 | 0.2107 | 0.9924 | 0.1501 | 2.0259 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 57 | 29 | 28 | 49 | 26 | 23 |
Losing Trades | 37 | 18 | 19 | 45 | 21 | 24 |
Profitability (%) | 60.6383 | 61.7021 | 59.5745 | 52.1277 | 55.3191 | 48.9362 |
Ratio Avg Win / Avg Loss | 0.3068 | 1.1872 | 0.143 | 0.9114 | 0.1213 | 2.114 |
Largest Winning Trade | 103278 | 103278 | 58345 | 26056901 | 478324 | 26056901 |
Largest Losing Trade | -1300516 | -62527 | -1300516 | -13954557 | -13954557 | -11022197 |
Avg Bars in Trades | 60 | 63 | 57 | 60 | 63 | 57 |
Avg Bars in Winners | 37 | 38 | 35 | 69 | 75 | 62 |
Avg Bars in Losers | 97 | 104 | 90 | 51 | 48 | 53 |
Bars Traded | 5709 | 2986 | 2723 | 5709 | 2986 | 2723 |
Profit Streak | 440.7755 | 440.7755 | 479.4421 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577809 | -163103 | -578495 | -580251 | -580007 | 432008 |
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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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