Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1678773.9332 | -12815.9113 | -1665958.0219 | -200840.8685 | 3893508.9419 | -4094349.8104 |
Total P&L (%) | -1678.7739 | -12.8159 | -1665.958 | -200.8409 | 3893.5089 | -4094.3498 |
Avg Daily Profit (%) | -0.8961 | -0.0068 | -0.8893 | 0 | 0.197 | 0 |
Buy And Hold Return (%) | 492.7917 | 492.7917 | 492.7917 | 492.7917 | 492.7917 | 492.7917 |
Max Trade Drawdown | -1906919 | -154357 | -1800125 | -4244295 | -462612 | -4807480 |
Profit Factor | 0.2888 | 0.9568 | 0.1927 | 0.9777 | 4.7887 | 0.488 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 61 | 27 | 34 | 35 | 23 | 12 |
Losing Trades | 30 | 18 | 12 | 56 | 22 | 34 |
Profitability (%) | 67.033 | 60 | 73.913 | 38.4615 | 51.1111 | 26.087 |
Ratio Avg Win / Avg Loss | 0.142 | 0.6379 | 0.068 | 1.5644 | 4.5805 | 1.3826 |
Largest Winning Trade | 41434 | 41434 | 32416 | 2466600 | 1844935 | 2466600 |
Largest Losing Trade | -1198911 | -62521 | -1198911 | -4035782 | -462612 | -4035782 |
Avg Bars in Trades | 59 | 65 | 54 | 59 | 65 | 54 |
Avg Bars in Winners | 36 | 42 | 32 | 88 | 88 | 86 |
Avg Bars in Losers | 107 | 101 | 115 | 42 | 41 | 42 |
Bars Traded | 5450 | 2962 | 2488 | 5450 | 2962 | 2488 |
Profit Streak | 35.5513 | 35.5513 | 39.5513 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576514 | -578424 | -576176 | -582244 | 571045 | -604061 |
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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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