Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1339306.5195 | 15441.3942 | -1354747.9137 | 1692656.6415 | -4852184.5624 | 6544841.2039 |
Total P&L (%) | -1339.3065 | 15.4414 | -1354.7479 | 1692.6566 | -4852.1846 | 6544.8412 |
Avg Daily Profit (%) | -0.5934 | 0.0068 | -0.6002 | 0.128 | 0 | 0.1861 |
Buy And Hold Return (%) | 254.8387 | 254.8387 | 254.8387 | 254.8387 | 254.8387 | 254.8387 |
Max Trade Drawdown | -1563195 | -63091 | -1529625 | -11099582 | -5371328 | -10489413 |
Profit Factor | 0.3181 | 1.076 | 0.2307 | 1.066 | 0.4083 | 1.3748 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 43 | 20 | 23 | 41 | 18 | 23 |
Losing Trades | 47 | 25 | 22 | 49 | 27 | 22 |
Profitability (%) | 47.7778 | 44.4444 | 51.1111 | 45.5556 | 40 | 51.1111 |
Ratio Avg Win / Avg Loss | 0.3477 | 1.345 | 0.2206 | 1.274 | 0.6124 | 1.315 |
Largest Winning Trade | 63467 | 45233 | 63467 | 10561814 | 795139 | 10561814 |
Largest Losing Trade | -1011087 | -23662 | -1011087 | -9190687 | -2161389 | -9190687 |
Avg Bars in Trades | 70 | 16 | 124 | 70 | 16 | 124 |
Avg Bars in Winners | 49 | 12 | 81 | 68 | 13 | 112 |
Avg Bars in Losers | 89 | 19 | 169 | 72 | 18 | 137 |
Bars Traded | 6352 | 753 | 5599 | 6352 | 753 | 5599 |
Profit Streak | 0 | 0 | 271.6418 | 0 | 0 | 271.6418 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -581402 | -488170 | -579217 | -171472 | -584323 | 360719 |
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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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