Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -949843.9671 | 120304.2615 | -1070148.2286 | -1067533.3671 | 4210568.1351 | -5278101.5022 |
Total P&L (%) | -949.844 | 120.3043 | -1070.1482 | -1067.5334 | 4210.5681 | -5278.1015 |
Avg Daily Profit (%) | -0.4358 | 0.0552 | -0.491 | 0 | 0.1728 | 0 |
Buy And Hold Return (%) | 335.2442 | 335.2442 | 335.2442 | 335.2442 | 335.2442 | 335.2442 |
Max Trade Drawdown | -1180784 | -105243 | -1211343 | -7164183 | -2705454 | -6937567 |
Profit Factor | 0.434 | 1.4261 | 0.2334 | 0.948 | 1.7254 | 0.6413 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 55 | 25 | 30 | 33 | 21 | 12 |
Losing Trades | 26 | 15 | 11 | 48 | 19 | 29 |
Profitability (%) | 67.9012 | 62.5 | 73.1707 | 40.7407 | 52.5 | 29.2683 |
Ratio Avg Win / Avg Loss | 0.2052 | 0.8556 | 0.0856 | 1.3789 | 1.5611 | 1.5498 |
Largest Winning Trade | 57094 | 54079 | 57094 | 4888324 | 4380310 | 4888324 |
Largest Losing Trade | -855797 | -65967 | -855797 | -6508973 | -739428 | -6508973 |
Avg Bars in Trades | 51 | 50 | 52 | 51 | 50 | 52 |
Avg Bars in Winners | 20 | 21 | 19 | 72 | 71 | 73 |
Avg Bars in Losers | 117 | 99 | 142 | 37 | 27 | 44 |
Bars Traded | 4181 | 2023 | 2158 | 4181 | 2023 | 2158 |
Profit Streak | 5.0961 | 0 | 132.0961 | 0 | 91.0961 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -593741 | -284150 | -576387 | -598989 | 431527 | -588967 |
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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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