Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -703621.055 | 285382.6103 | -989003.6653 | 860604.4558 | -53593794.9677 | 54454399.4234 |
Total P&L (%) | -703.6211 | 285.3826 | -989.0037 | 860.6045 | -53593.795 | 54454.3994 |
Avg Daily Profit (%) | -0.3756 | 0.1523 | -0.528 | 0.1208 | 0 | 0.337 |
Buy And Hold Return (%) | 436.8752 | 436.8752 | 436.8752 | 436.8752 | 436.8752 | 436.8752 |
Max Trade Drawdown | -988526 | -153133 | -1027594 | -54542080 | -55078423 | -22357732 |
Profit Factor | 0.5931 | 1.7469 | 0.2658 | 1.0062 | 0.4274 | 2.2305 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 52.5641 | 46.1538 | 58.9744 | 52.5641 | 46.1538 | 58.9744 |
Ratio Avg Win / Avg Loss | 0.5352 | 2.0381 | 0.1849 | 0.9081 | 0.4986 | 1.5516 |
Largest Winning Trade | 210149 | 210149 | 40307 | 50631041 | 15398928 | 50631041 |
Largest Losing Trade | -603617 | -56636 | -603617 | -30428142 | -30428142 | -17483697 |
Avg Bars in Trades | 92 | 98 | 85 | 92 | 98 | 85 |
Avg Bars in Winners | 71 | 76 | 67 | 78 | 77 | 79 |
Avg Bars in Losers | 115 | 118 | 112 | 107 | 117 | 94 |
Bars Traded | 7198 | 3858 | 3339 | 7198 | 3858 | 3339 |
Profit Streak | 23.2563 | 32.2563 | 0 | 23.2563 | 32.2563 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -618677 | -156186 | -579594 | -291575 | -581712 | 526947 |
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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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