Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -796135.8986 | 143885.8916 | -940021.7902 | -1650857.9114 | -6268466.7054 | 4617608.794 |
Total P&L (%) | -796.1359 | 143.8859 | -940.0218 | -1650.8579 | -6268.4667 | 4617.6088 |
Avg Daily Profit (%) | -0.4385 | 0.0792 | -0.5177 | 0 | 0 | 0.2125 |
Buy And Hold Return (%) | 560.5923 | 560.5923 | 560.5923 | 560.5923 | 560.5923 | 560.5923 |
Max Trade Drawdown | -917215 | -114002 | -978430 | -12322842 | -8906818 | -4628400 |
Profit Factor | 0.4817 | 1.5321 | 0.2574 | 0.9331 | 0.5077 | 1.3865 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 44 | 26 | 18 | 36 | 18 | 18 |
Losing Trades | 30 | 11 | 19 | 38 | 19 | 19 |
Profitability (%) | 59.4595 | 70.2703 | 48.6486 | 48.6486 | 48.6486 | 48.6486 |
Ratio Avg Win / Avg Loss | 0.3285 | 0.6482 | 0.2716 | 0.9849 | 0.5359 | 1.4636 |
Largest Winning Trade | 91494 | 91494 | 56779 | 11256231 | 1408151 | 11256231 |
Largest Losing Trade | -508799 | -79828 | -508799 | -7726290 | -7726290 | -4135165 |
Avg Bars in Trades | 71 | 77 | 66 | 71 | 77 | 66 |
Avg Bars in Winners | 46 | 50 | 40 | 71 | 81 | 62 |
Avg Bars in Losers | 108 | 140 | 90 | 72 | 73 | 70 |
Bars Traded | 5318 | 2870 | 2449 | 5318 | 2870 | 2449 |
Profit Streak | 0 | 0 | 0 | 25.7781 | 25.7781 | 101.1114 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -648051 | -250452 | -581298 | -648616 | -580755 | 345352 |
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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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