Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -862631.0626 | 141442.6364 | -1004073.699 | 28716.2442 | -25004635.2888 | 25033351.533 |
Total P&L (%) | -862.6311 | 141.4426 | -1004.0737 | 28.7162 | -25004.6353 | 25033.3515 |
Avg Daily Profit (%) | -0.4607 | 0.0755 | -0.5362 | 0.0135 | 0 | 0.2956 |
Buy And Hold Return (%) | 597.7111 | 597.7111 | 597.7111 | 597.7111 | 597.7111 | 597.7111 |
Max Trade Drawdown | -1088326 | -115212 | -1142326 | -19977757 | -25291104 | -5698424 |
Profit Factor | 0.4505 | 1.6402 | 0.2556 | 1.0007 | 0.1425 | 2.905 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 76 | 38 | 38 | 62 | 29 | 33 |
Losing Trades | 15 | 7 | 8 | 29 | 16 | 13 |
Profitability (%) | 83.5165 | 84.4444 | 82.6087 | 68.1319 | 64.4444 | 71.7391 |
Ratio Avg Win / Avg Loss | 0.0889 | 0.3021 | 0.0538 | 0.4681 | 0.0786 | 1.1444 |
Largest Winning Trade | 35671 | 34074 | 35671 | 27552178 | 747079 | 27552178 |
Largest Losing Trade | -801283 | -66076 | -801283 | -13220893 | -13220893 | -5698424 |
Avg Bars in Trades | 38 | 50 | 26 | 38 | 50 | 26 |
Avg Bars in Winners | 13 | 14 | 12 | 17 | 13 | 20 |
Avg Bars in Losers | 166 | 248 | 95 | 83 | 117 | 42 |
Bars Traded | 3507 | 2269 | 1238 | 3507 | 2269 | 1238 |
Profit Streak | 143.576 | 143.576 | 284.076 | 143.576 | 143.576 | 284.076 |
Trades During Streak | 17 | 8 | 14 | 17 | 8 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574314 | -251645 | -574718 | -557471 | -577331 | 648910 |
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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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