Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -759182.3724 | 235291.5149 | -994473.8873 | 5512208.3418 | 7764519.9089 | -2252311.5671 |
Total P&L (%) | -759.1824 | 235.2915 | -994.4739 | 5512.2083 | 7764.5199 | -2252.3116 |
Avg Daily Profit (%) | -0.335 | 0.1038 | -0.4388 | 0.1779 | 0.1928 | 0 |
Buy And Hold Return (%) | 478.619 | 478.619 | 478.619 | 478.619 | 478.619 | 478.619 |
Max Trade Drawdown | -1120426 | -63785 | -1173079 | -28985148 | -7867056 | -29516382 |
Profit Factor | 0.4983 | 2.5032 | 0.267 | 1.0909 | 1.3536 | 0.9418 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 52 | 29 | 23 | 50 | 25 | 25 |
Losing Trades | 37 | 15 | 22 | 39 | 19 | 20 |
Profitability (%) | 58.427 | 65.9091 | 51.1111 | 56.1798 | 56.8182 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.3546 | 1.2947 | 0.2554 | 0.8509 | 1.0287 | 0.7534 |
Largest Winning Trade | 54784 | 46082 | 54784 | 5301222 | 5301222 | 5078873 |
Largest Losing Trade | -1006632 | -36240 | -1006632 | -27447629 | -6837768 | -27447629 |
Avg Bars in Trades | 40 | 42 | 38 | 40 | 42 | 38 |
Avg Bars in Winners | 27 | 24 | 31 | 36 | 27 | 44 |
Avg Bars in Losers | 58 | 78 | 44 | 46 | 63 | 30 |
Bars Traded | 3611 | 1889 | 1722 | 3611 | 1889 | 1722 |
Profit Streak | 259.9311 | 0 | 273.9311 | 259.9311 | 0 | 273.9311 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578858 | -214385 | -579598 | -112709 | 335856 | -579022 |
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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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