Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1075324.9689 | 48413.2932 | -1123738.2621 | -9600045.4508 | 6883223.4286 | -16483268.8795 |
Total P&L (%) | -1075.325 | 48.4133 | -1123.7383 | -9600.0455 | 6883.2234 | -16483.2689 |
Avg Daily Profit (%) | -0.4974 | 0.0224 | -0.5198 | 0 | 0.1966 | 0 |
Buy And Hold Return (%) | 454.3278 | 454.3278 | 454.3278 | 454.3278 | 454.3278 | 454.3278 |
Max Trade Drawdown | -1354617 | -136648 | -1319216 | -16478509 | -4234030 | -16686956 |
Profit Factor | 0.3729 | 1.1848 | 0.2264 | 0.6818 | 1.7293 | 0.2048 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 73 | 33 | 40 | 41 | 25 | 16 |
Losing Trades | 20 | 13 | 7 | 52 | 21 | 31 |
Profitability (%) | 78.4946 | 71.7391 | 85.1064 | 44.086 | 54.3478 | 34.0426 |
Ratio Avg Win / Avg Loss | 0.1022 | 0.4667 | 0.0396 | 0.8647 | 1.4526 | 0.3969 |
Largest Winning Trade | 43830 | 27720 | 43830 | 8203058 | 8203058 | 2364567 |
Largest Losing Trade | -760013 | -62335 | -760013 | -6831597 | -1326122 | -6831597 |
Avg Bars in Trades | 44 | 46 | 41 | 44 | 46 | 41 |
Avg Bars in Winners | 15 | 15 | 14 | 54 | 66 | 34 |
Avg Bars in Losers | 149 | 126 | 193 | 35 | 22 | 44 |
Bars Traded | 4092 | 2145 | 1948 | 4092 | 2145 | 1948 |
Profit Streak | 13.3079 | 0 | 531.8079 | 0 | 44.8079 | 0 |
Trades During Streak | 1 | 0 | 18 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575953 | -344725 | -574762 | -582829 | 409236 | -586902 |
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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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