Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -938854.7676 | 168461.9244 | -1107316.692 | 7446908.9991 | -12452916.6446 | 19899825.6437 |
Total P&L (%) | -938.8548 | 168.4619 | -1107.3167 | 7446.909 | -12452.9166 | 19899.8256 |
Avg Daily Profit (%) | -0.4163 | 0.0747 | -0.4909 | 0.1919 | 0 | 0.2352 |
Buy And Hold Return (%) | 505.1836 | 505.1836 | 505.1836 | 505.1836 | 505.1836 | 505.1836 |
Max Trade Drawdown | -1151844 | -100764 | -1255745 | -40426751 | -29069579 | -16670258 |
Profit Factor | 0.4323 | 1.7425 | 0.2239 | 1.1092 | 0.7206 | 1.8433 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 67 | 32 | 35 | 57 | 26 | 31 |
Losing Trades | 17 | 10 | 7 | 27 | 16 | 11 |
Profitability (%) | 79.7619 | 76.1905 | 83.3333 | 67.8571 | 61.9048 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.1097 | 0.5445 | 0.0448 | 0.5254 | 0.4434 | 0.6541 |
Largest Winning Trade | 112361 | 112361 | 39733 | 8939790 | 8939790 | 7916822 |
Largest Losing Trade | -1055549 | -49716 | -1055549 | -22340809 | -22340809 | -9565072 |
Avg Bars in Trades | 51 | 56 | 45 | 51 | 56 | 45 |
Avg Bars in Winners | 19 | 17 | 21 | 23 | 17 | 28 |
Avg Bars in Losers | 177 | 183 | 168 | 110 | 121 | 94 |
Bars Traded | 4315 | 2390 | 1925 | 4315 | 2390 | 1925 |
Profit Streak | 49.0381 | 0 | 250.0381 | 49.0381 | 0 | 250.0381 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575854 | -255034 | -575122 | -90674 | -579191 | 489133 |
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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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