Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -592809.9288 | 517125.4502 | -1109935.379 | -115919.7787 | -23075534.428 | 22959614.6493 |
Total P&L (%) | -592.8099 | 517.1255 | -1109.9354 | -115.9198 | -23075.5344 | 22959.6146 |
Avg Daily Profit (%) | -0.2901 | 0.2531 | -0.5432 | 0 | 0 | 0.2666 |
Buy And Hold Return (%) | 2597.2619 | 2597.2619 | 2597.2619 | 2597.2619 | 2597.2619 | 2597.2619 |
Max Trade Drawdown | -1000916 | -110534 | -1265426 | -89959258 | -60591833 | -29807373 |
Profit Factor | 0.7081 | 2.2669 | 0.3159 | 0.9989 | 0.6938 | 1.7039 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 51 | 26 | 25 | 44 | 21 | 23 |
Losing Trades | 36 | 18 | 18 | 43 | 23 | 20 |
Profitability (%) | 58.6207 | 59.0909 | 58.1395 | 50.5747 | 47.7273 | 53.4884 |
Ratio Avg Win / Avg Loss | 0.4998 | 1.5694 | 0.2275 | 0.9762 | 0.7599 | 1.4817 |
Largest Winning Trade | 209368 | 209368 | 62771 | 47487503 | 47487503 | 23420255 |
Largest Losing Trade | -830981 | -53921 | -830981 | -37205162 | -37205162 | -11491179 |
Avg Bars in Trades | 92 | 72 | 112 | 92 | 72 | 112 |
Avg Bars in Winners | 85 | 60 | 110 | 98 | 85 | 109 |
Avg Bars in Losers | 101 | 88 | 115 | 85 | 59 | 116 |
Bars Traded | 8005 | 3168 | 4837 | 8005 | 3168 | 4837 |
Profit Streak | 0 | 0 | 0 | 328.5944 | 328.5944 | 428.0944 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579428 | -151734 | -579672 | -579505 | -581016 | 452410 |
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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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