Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -594549.9547 | 382571.0473 | -977121.002 | 3158267.6003 | -34020253.7127 | 37178521.313 |
Total P&L (%) | -594.55 | 382.571 | -977.121 | 3158.2676 | -34020.2537 | 37178.5213 |
Avg Daily Profit (%) | -0.3306 | 0.2127 | -0.5433 | 0.1939 | 0 | 0.3298 |
Buy And Hold Return (%) | 301.7089 | 301.7089 | 301.7089 | 301.7089 | 301.7089 | 301.7089 |
Max Trade Drawdown | -780362 | -161105 | -355505 | -42940085 | -49425166 | -12186288 |
Profit Factor | 0.6425 | 2.0655 | 0.2507 | 1.0308 | 0.5646 | 2.5256 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 41 | 20 | 21 | 41 | 21 | 20 |
Losing Trades | 31 | 16 | 15 | 31 | 15 | 16 |
Profitability (%) | 56.9444 | 55.5556 | 58.3333 | 56.9444 | 58.3333 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.4858 | 1.6524 | 0.1791 | 0.7794 | 0.4033 | 2.0205 |
Largest Winning Trade | 391892 | 391892 | 43105 | 30130249 | 19353349 | 30130249 |
Largest Losing Trade | -779936 | -65479 | -779936 | -25626393 | -25626393 | -6933183 |
Avg Bars in Trades | 71 | 82 | 61 | 71 | 82 | 61 |
Avg Bars in Winners | 49 | 63 | 36 | 50 | 54 | 46 |
Avg Bars in Losers | 101 | 106 | 97 | 100 | 121 | 80 |
Bars Traded | 5183 | 2964 | 2219 | 5183 | 2964 | 2219 |
Profit Streak | 32.4968 | 37.8302 | 32.4968 | 32.4968 | 37.8302 | 32.4968 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -662381 | -69476 | -579159 | -261916 | -579154 | 547936 |
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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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