Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1192576.7498 | 289843.6323 | -1482420.3822 | -20591827.1923 | 82088134.134 | -102679961.3263 |
Total P&L (%) | -1192.5768 | 289.8436 | -1482.4204 | -20591.8272 | 82088.1341 | -102679.9613 |
Avg Daily Profit (%) | -0.5258 | 0.1278 | -0.6535 | 0 | 0.2963 | 0 |
Buy And Hold Return (%) | 10511.0678 | 10511.0678 | 10511.0678 | 10511.0678 | 10511.0678 | 10511.0678 |
Max Trade Drawdown | -1455914 | -100059 | -1551927 | -159543209 | -33647061 | -187166381 |
Profit Factor | 0.4254 | 2.1302 | 0.1851 | 0.9383 | 1.9077 | 0.5783 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 53 | 24 | 29 | 56 | 25 | 31 |
Losing Trades | 37 | 21 | 16 | 34 | 20 | 14 |
Profitability (%) | 58.8889 | 53.3333 | 64.4444 | 62.2222 | 55.5556 | 68.8889 |
Ratio Avg Win / Avg Loss | 0.297 | 1.8639 | 0.1021 | 0.5697 | 1.5261 | 0.2612 |
Largest Winning Trade | 113025 | 113025 | 42600 | 23096083 | 23096083 | 21883318 |
Largest Losing Trade | -1024092 | -44816 | -1024092 | -98763878 | -16701127 | -98763878 |
Avg Bars in Trades | 71 | 76 | 65 | 71 | 76 | 65 |
Avg Bars in Winners | 54 | 66 | 45 | 62 | 77 | 50 |
Avg Bars in Losers | 94 | 87 | 102 | 84 | 74 | 99 |
Bars Traded | 6392 | 3433 | 2959 | 6392 | 3433 | 2959 |
Profit Streak | 0 | 0 | 0 | 68.1363 | 68.1363 | 107.4696 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579385 | -183663 | -578839 | -577706 | 497793 | -577305 |
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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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