Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -753226.25 | 111185.1137 | -864411.3637 | 5331683.0781 | -29481761.0779 | 34813444.156 |
Total P&L (%) | -753.2263 | 111.1851 | -864.4114 | 5331.6831 | -29481.7611 | 34813.4442 |
Avg Daily Profit (%) | -0.3333 | 0.0492 | -0.3825 | 0.1769 | 0 | 0.2594 |
Buy And Hold Return (%) | 469.0516 | 469.0516 | 469.0516 | 469.0516 | 469.0516 | 469.0516 |
Max Trade Drawdown | -836685 | -108414 | -941510 | -38811623 | -37982682 | -12049725 |
Profit Factor | 0.4356 | 1.5262 | 0.2305 | 1.0736 | 0.4588 | 2.9397 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 76 | 38 | 38 | 54 | 26 | 28 |
Losing Trades | 17 | 8 | 9 | 39 | 20 | 19 |
Profitability (%) | 81.7204 | 82.6087 | 80.8511 | 58.0645 | 56.5217 | 59.5745 |
Ratio Avg Win / Avg Loss | 0.0974 | 0.3213 | 0.0546 | 0.7754 | 0.3529 | 1.9948 |
Largest Winning Trade | 50383 | 50383 | 24276 | 22685589 | 4735377 | 22685589 |
Largest Losing Trade | -709308 | -47770 | -709308 | -16514249 | -16514249 | -7182537 |
Avg Bars in Trades | 42 | 57 | 27 | 42 | 57 | 27 |
Avg Bars in Winners | 12 | 16 | 8 | 16 | 17 | 16 |
Avg Bars in Losers | 177 | 254 | 109 | 78 | 111 | 44 |
Bars Traded | 3974 | 2663 | 1311 | 3974 | 2663 | 1311 |
Profit Streak | 71.2086 | 0 | 283.7086 | 71.2086 | 0 | 283.7086 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575637 | -288972 | -575098 | -131521 | -579859 | 615892 |
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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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