Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -721136.4488 | 167592.608 | -888729.0568 | 2125983.9253 | -13884207.8801 | 16010191.8054 |
Total P&L (%) | -721.1364 | 167.5926 | -888.7291 | 2125.9839 | -13884.2079 | 16010.1918 |
Avg Daily Profit (%) | -0.318 | 0.0739 | -0.3919 | 0.1369 | 0 | 0.2244 |
Buy And Hold Return (%) | 507.0518 | 507.0518 | 507.0518 | 507.0518 | 507.0518 | 507.0518 |
Max Trade Drawdown | -990771 | -136151 | -1021921 | -27334397 | -23478471 | -8971003 |
Profit Factor | 0.4927 | 1.7108 | 0.2504 | 1.0494 | 0.5232 | 2.1527 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 65 | 31 | 34 | 61 | 26 | 35 |
Losing Trades | 22 | 12 | 10 | 26 | 17 | 9 |
Profitability (%) | 74.7126 | 72.093 | 77.2727 | 70.1149 | 60.4651 | 79.5455 |
Ratio Avg Win / Avg Loss | 0.1667 | 0.6622 | 0.0737 | 0.4473 | 0.3421 | 0.5535 |
Largest Winning Trade | 97786 | 97786 | 50320 | 13014454 | 10694181 | 13014454 |
Largest Losing Trade | -729508 | -48242 | -729508 | -10411460 | -10411460 | -6099185 |
Avg Bars in Trades | 46 | 47 | 45 | 46 | 47 | 45 |
Avg Bars in Winners | 19 | 16 | 22 | 22 | 16 | 26 |
Avg Bars in Losers | 125 | 128 | 123 | 104 | 95 | 121 |
Bars Traded | 4064 | 2057 | 2007 | 4064 | 2057 | 2007 |
Profit Streak | 67.9267 | 67.9267 | 140.4267 | 67.9267 | 67.9267 | 140.4267 |
Trades During Streak | 3 | 1 | 8 | 3 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575683 | -256098 | -575674 | -175186 | -578812 | 538604 |
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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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