Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -897588.8983 | 100130.2911 | -997719.1894 | 3076040.8528 | -20043528.3564 | 23119569.2092 |
Total P&L (%) | -897.5889 | 100.1303 | -997.7192 | 3076.0409 | -20043.5284 | 23119.5692 |
Avg Daily Profit (%) | -0.3957 | 0.0441 | -0.4398 | 0.1526 | 0 | 0.2404 |
Buy And Hold Return (%) | 501.3542 | 501.3542 | 501.3542 | 501.3542 | 501.3542 | 501.3542 |
Max Trade Drawdown | -1085168 | -123450 | -1114650 | -24906399 | -25400882 | -8463327 |
Profit Factor | 0.4268 | 1.3587 | 0.2246 | 1.057 | 0.4729 | 2.4492 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 53 | 23 | 30 | 51 | 21 | 30 |
Losing Trades | 44 | 25 | 19 | 46 | 27 | 19 |
Profitability (%) | 54.6392 | 47.9167 | 61.2245 | 52.5773 | 43.75 | 61.2245 |
Ratio Avg Win / Avg Loss | 0.3543 | 1.4768 | 0.1423 | 0.9534 | 0.608 | 1.5511 |
Largest Winning Trade | 69270 | 69270 | 61986 | 20689119 | 6054954 | 20689119 |
Largest Losing Trade | -783579 | -40703 | -783579 | -10929228 | -10929228 | -6453600 |
Avg Bars in Trades | 62 | 75 | 48 | 62 | 75 | 48 |
Avg Bars in Winners | 31 | 36 | 27 | 34 | 33 | 34 |
Avg Bars in Losers | 99 | 111 | 82 | 93 | 108 | 71 |
Bars Traded | 6028 | 3631 | 2397 | 6028 | 3631 | 2397 |
Profit Streak | 54.2098 | 0 | 55.2098 | 54.2098 | 0 | 55.2098 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579355 | -300005 | -578664 | -151296 | -583119 | 545894 |
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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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