Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -713668.5885 | 161865.7347 | -875534.3232 | -681318.9763 | -5713186.6603 | 5031867.684 |
Total P&L (%) | -713.6686 | 161.8657 | -875.5343 | -681.319 | -5713.1867 | 5031.8677 |
Avg Daily Profit (%) | -0.3916 | 0.0888 | -0.4804 | 0 | 0 | 0.2163 |
Buy And Hold Return (%) | 770.0143 | 770.0143 | 770.0143 | 770.0143 | 770.0143 | 770.0143 |
Max Trade Drawdown | -801817 | -131365 | -888509 | -15599541 | -11617450 | -4175043 |
Profit Factor | 0.5419 | 1.447 | 0.2678 | 0.9745 | 0.6562 | 1.4976 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 48 | 26 | 22 | 37 | 17 | 20 |
Losing Trades | 39 | 18 | 21 | 50 | 27 | 23 |
Profitability (%) | 55.1724 | 59.0909 | 51.1628 | 42.5287 | 38.6364 | 46.5116 |
Ratio Avg Win / Avg Loss | 0.4403 | 1.0018 | 0.2556 | 1.3169 | 1.0422 | 1.7223 |
Largest Winning Trade | 92268 | 92268 | 48722 | 7554142 | 3005477 | 7554142 |
Largest Losing Trade | -435443 | -78818 | -435443 | -10830524 | -10830524 | -3088840 |
Avg Bars in Trades | 61 | 65 | 56 | 61 | 65 | 56 |
Avg Bars in Winners | 45 | 47 | 42 | 65 | 72 | 59 |
Avg Bars in Losers | 80 | 90 | 72 | 57 | 60 | 54 |
Bars Traded | 5311 | 2860 | 2450 | 5311 | 2860 | 2450 |
Profit Streak | 11.7382 | 125.7382 | 0 | 0 | 0 | 23.0715 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579247 | -236570 | -580576 | -581784 | -583472 | 342373 |
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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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