Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1152914.5172 | 104178.1903 | -1257092.7076 | 5728267.3458 | -45179696.8557 | 50907964.2015 |
Total P&L (%) | -1152.9145 | 104.1782 | -1257.0927 | 5728.2673 | -45179.6969 | 50907.9642 |
Avg Daily Profit (%) | -0.51 | 0.0461 | -0.5561 | 0.18 | 0 | 0.2762 |
Buy And Hold Return (%) | 516.4631 | 516.4631 | 516.4631 | 516.4631 | 516.4631 | 516.4631 |
Max Trade Drawdown | -1354906 | -140364 | -1374663 | -88142512 | -78214604 | -26191981 |
Profit Factor | 0.3545 | 1.4487 | 0.191 | 1.0427 | 0.5486 | 2.4924 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 76 | 35 | 41 | 66 | 31 | 35 |
Losing Trades | 21 | 13 | 8 | 31 | 17 | 14 |
Profitability (%) | 78.3505 | 72.9167 | 83.6735 | 68.0412 | 64.5833 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.098 | 0.5381 | 0.0373 | 0.4897 | 0.3008 | 0.997 |
Largest Winning Trade | 48360 | 48360 | 30252 | 31942394 | 9549859 | 31942394 |
Largest Losing Trade | -1028303 | -54920 | -1028303 | -50273373 | -50273373 | -14509151 |
Avg Bars in Trades | 41 | 44 | 38 | 41 | 44 | 38 |
Avg Bars in Winners | 15 | 14 | 17 | 18 | 13 | 23 |
Avg Bars in Losers | 136 | 128 | 149 | 91 | 102 | 77 |
Bars Traded | 4056 | 2159 | 1897 | 4056 | 2159 | 1897 |
Profit Streak | 44.7061 | 44.7061 | 264.7061 | 44.7061 | 44.7061 | 264.7061 |
Trades During Streak | 3 | 1 | 10 | 3 | 1 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575146 | -294196 | -574927 | -163077 | -578243 | 541564 |
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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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