Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -681198.7376 | 140801.8704 | -822000.608 | -488120.1218 | -5005624.9316 | 4517504.8097 |
Total P&L (%) | -681.1987 | 140.8019 | -822.0006 | -488.1201 | -5005.6249 | 4517.5048 |
Avg Daily Profit (%) | -0.3727 | 0.077 | -0.4498 | 0 | 0 | 0.2099 |
Buy And Hold Return (%) | 761.7551 | 761.7551 | 761.7551 | 761.7551 | 761.7551 | 761.7551 |
Max Trade Drawdown | -818474 | -110026 | -852201 | -13700564 | -9401981 | -5399059 |
Profit Factor | 0.5511 | 1.3795 | 0.283 | 0.984 | 0.6925 | 1.317 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 49 | 26 | 23 | 48 | 23 | 25 |
Losing Trades | 42 | 20 | 22 | 43 | 23 | 20 |
Profitability (%) | 53.8462 | 56.5217 | 51.1111 | 52.7473 | 50 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.4724 | 1.0612 | 0.2707 | 0.8815 | 0.6925 | 1.0536 |
Largest Winning Trade | 75488 | 75488 | 47653 | 11442437 | 2496955 | 11442437 |
Largest Losing Trade | -361562 | -77726 | -361562 | -8034401 | -8034401 | -3992772 |
Avg Bars in Trades | 78 | 83 | 73 | 78 | 83 | 73 |
Avg Bars in Winners | 58 | 62 | 53 | 78 | 88 | 69 |
Avg Bars in Losers | 102 | 109 | 95 | 78 | 78 | 79 |
Bars Traded | 7157 | 3832 | 3325 | 7157 | 3832 | 3325 |
Profit Streak | 15.1943 | 22.9443 | 0 | 0 | 0 | 112.6943 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579451 | -253820 | -580567 | -580179 | -580704 | 350500 |
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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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