Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1886403.8476 | -91291.2509 | -1795112.5968 | -3287.4589 | -27942362.1066 | 27939074.6478 |
Total P&L (%) | -1886.4038 | -91.2913 | -1795.1126 | -3.2875 | -27942.3621 | 27939.0746 |
Avg Daily Profit (%) | -0.8306 | -0.0402 | -0.7905 | -0.0015 | 0 | 0.2485 |
Buy And Hold Return (%) | 538.8115 | 538.8115 | 538.8115 | 538.8115 | 538.8115 | 538.8115 |
Max Trade Drawdown | -1908016 | -233584 | -1827705 | -37031725 | -30056551 | -6978185 |
Profit Factor | 0.2011 | 0.7496 | 0.101 | 0.9999 | 0.2795 | 3.0384 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 50 | 26 | 24 | 38 | 17 | 21 |
Losing Trades | 29 | 13 | 16 | 41 | 22 | 19 |
Profitability (%) | 63.2911 | 66.6667 | 60 | 48.1013 | 43.5897 | 52.5 |
Ratio Avg Win / Avg Loss | 0.1166 | 0.3748 | 0.0673 | 1.0789 | 0.3618 | 2.749 |
Largest Winning Trade | 71142 | 71142 | 26947 | 29295633 | 2096239 | 29295633 |
Largest Losing Trade | -1344404 | -61415 | -1344404 | -15298281 | -15298281 | -3580161 |
Avg Bars in Trades | 80 | 86 | 73 | 80 | 86 | 73 |
Avg Bars in Winners | 29 | 29 | 28 | 38 | 32 | 43 |
Avg Bars in Losers | 168 | 202 | 141 | 118 | 129 | 107 |
Bars Traded | 6340 | 3390 | 2949 | 6340 | 3390 | 2949 |
Profit Streak | 89.5935 | 0 | 287.9268 | 89.5935 | 0 | 287.9268 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -609496 | -578596 | -578485 | -610568 | -583250 | 560769 |
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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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