Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -919358.2965 | 112523.3045 | -1031881.601 | -5863473.7378 | 7345826.2732 | -13209300.011 |
Total P&L (%) | -919.3583 | 112.5233 | -1031.8816 | -5863.4737 | 7345.8263 | -13209.3 |
Avg Daily Profit (%) | -0.4218 | 0.0516 | -0.4734 | 0 | 0.1979 | 0 |
Buy And Hold Return (%) | 291.7808 | 291.7808 | 291.7808 | 291.7808 | 291.7808 | 291.7808 |
Max Trade Drawdown | -1171654 | -143049 | -1169790 | -11622619 | -3657930 | -13383275 |
Profit Factor | 0.4511 | 1.3768 | 0.2503 | 0.8225 | 1.7803 | 0.4409 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 54 | 25 | 29 | 48 | 28 | 20 |
Losing Trades | 41 | 22 | 19 | 47 | 19 | 28 |
Profitability (%) | 56.8421 | 53.1915 | 60.4167 | 50.5263 | 59.5745 | 41.6667 |
Ratio Avg Win / Avg Loss | 0.3425 | 1.2116 | 0.164 | 0.8054 | 1.2081 | 0.6172 |
Largest Winning Trade | 69058 | 69058 | 41815 | 4906735 | 4906735 | 4806214 |
Largest Losing Trade | -669526 | -63969 | -669526 | -9574755 | -1809563 | -9574755 |
Avg Bars in Trades | 66 | 73 | 58 | 66 | 73 | 58 |
Avg Bars in Winners | 40 | 59 | 23 | 68 | 87 | 43 |
Avg Bars in Losers | 99 | 90 | 111 | 63 | 54 | 69 |
Bars Traded | 6270 | 3472 | 2798 | 6270 | 3472 | 2798 |
Profit Streak | 0 | 0 | 0 | 55.7845 | 59.1179 | 55.7845 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579637 | -288703 | -579338 | -579474 | 438051 | -583368 |
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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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