Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -594013.0471 | 34675.883 | -628688.9302 | 45714936.8409 | 739542.7012 | 44975394.1398 |
Total P&L (%) | -594.013 | 34.6759 | -628.6889 | 45714.9368 | 739.5427 | 44975.3941 |
Avg Daily Profit (%) | -0.3726 | 0.0218 | -0.3944 | 0.3851 | 0.1336 | 0.3841 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -850134 | -37664 | -822652 | -16867368 | -13954302 | -12186587 |
Profit Factor | 0.5123 | 1.2674 | 0.4223 | 1.9932 | 1.0316 | 2.987 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 63 | 26 | 37 | 41 | 20 | 21 |
Losing Trades | 27 | 19 | 8 | 49 | 25 | 24 |
Profitability (%) | 70 | 57.7778 | 82.2222 | 45.5556 | 44.4444 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.2196 | 0.9262 | 0.0913 | 2.3821 | 1.2895 | 3.4137 |
Largest Winning Trade | 36132 | 21378 | 36132 | 12736200 | 6208379 | 12736200 |
Largest Losing Trade | -562761 | -25950 | -562761 | -10582862 | -8565454 | -10582862 |
Avg Bars in Trades | 103 | 35 | 171 | 103 | 35 | 171 |
Avg Bars in Winners | 66 | 22 | 96 | 109 | 38 | 177 |
Avg Bars in Losers | 190 | 52 | 518 | 97 | 32 | 166 |
Bars Traded | 9304 | 1577 | 7727 | 9304 | 1577 | 7727 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577667 | -167207 | -576607 | 429067 | -202163 | 507082 |
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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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