Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2435485.9477 | 53491.8426 | -2488977.7902 | -98014.2132 | 9935431.033 | -10033445.2462 |
Total P&L (%) | -2435.4859 | 53.4918 | -2488.9778 | -98.0142 | 9935.431 | -10033.4452 |
Avg Daily Profit (%) | -1.192 | 0.0262 | -1.2181 | -0.1916 | 0.2258 | 0 |
Buy And Hold Return (%) | 2895.2891 | 2895.2891 | 2895.2891 | 2895.2891 | 2895.2891 | 2895.2891 |
Max Trade Drawdown | -2443709 | -125891 | -2531723 | -19574601 | -4977959 | -19301538 |
Profit Factor | 0.2526 | 1.1322 | 0.1279 | 0.9969 | 2.1383 | 0.568 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 56 | 25 | 31 | 50 | 27 | 23 |
Losing Trades | 34 | 20 | 14 | 40 | 18 | 22 |
Profitability (%) | 62.2222 | 55.5556 | 68.8889 | 55.5556 | 60 | 51.1111 |
Ratio Avg Win / Avg Loss | 0.1534 | 0.9058 | 0.0577 | 0.7975 | 1.4255 | 0.5434 |
Largest Winning Trade | 83557 | 83557 | 44747 | 11466527 | 11466527 | 6432485 |
Largest Losing Trade | -1749423 | -70827 | -1749423 | -14547581 | -3524716 | -14547581 |
Avg Bars in Trades | 88 | 93 | 83 | 88 | 93 | 83 |
Avg Bars in Winners | 33 | 31 | 34 | 86 | 95 | 76 |
Avg Bars in Losers | 179 | 171 | 191 | 90 | 90 | 90 |
Bars Traded | 7968 | 4217 | 3751 | 7968 | 4217 | 3751 |
Profit Streak | 0 | 410.615 | 0 | 0 | 410.615 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578675 | -398315 | -578263 | -579817 | 402803 | -580567 |
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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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