Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -529753.4175 | 240472.6938 | -770226.1113 | 6042771.828 | -25173189.4188 | 31215961.2468 |
Total P&L (%) | -529.7534 | 240.4727 | -770.2261 | 6042.7718 | -25173.1894 | 31215.9612 |
Avg Daily Profit (%) | -0.2344 | 0.1064 | -0.3408 | 0.1824 | 0 | 0.2546 |
Buy And Hold Return (%) | 509.7018 | 509.7018 | 509.7018 | 509.7018 | 509.7018 | 509.7018 |
Max Trade Drawdown | -817249 | -144354 | -925158 | -62402929 | -58466782 | -20016883 |
Profit Factor | 0.609 | 1.9351 | 0.2983 | 1.0607 | 0.6545 | 2.1674 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 78 | 39 | 39 | 68 | 33 | 35 |
Losing Trades | 18 | 9 | 9 | 28 | 15 | 13 |
Profitability (%) | 81.25 | 81.25 | 81.25 | 70.8333 | 68.75 | 72.9167 |
Ratio Avg Win / Avg Loss | 0.1405 | 0.4466 | 0.0688 | 0.4367 | 0.2975 | 0.805 |
Largest Winning Trade | 104513 | 104513 | 46285 | 17370621 | 17370621 | 13096142 |
Largest Losing Trade | -709308 | -50493 | -709308 | -32085822 | -32085822 | -13797729 |
Avg Bars in Trades | 45 | 49 | 40 | 45 | 49 | 40 |
Avg Bars in Winners | 17 | 14 | 20 | 20 | 13 | 26 |
Avg Bars in Losers | 163 | 200 | 127 | 105 | 127 | 80 |
Bars Traded | 4327 | 2366 | 1961 | 4327 | 2366 | 1961 |
Profit Streak | 156.3535 | 156.3535 | 259.3535 | 156.3535 | 156.3535 | 259.3535 |
Trades During Streak | 17 | 8 | 9 | 17 | 8 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574522 | -210214 | -575191 | -142620 | -576757 | 518277 |
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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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