Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1030038.9527 | 92466.6798 | -1122505.6325 | -3224510.6261 | -23071798.0324 | 19847287.4064 |
Total P&L (%) | -1030.039 | 92.4667 | -1122.5056 | -3224.5106 | -23071.798 | 19847.2874 |
Avg Daily Profit (%) | -0.5661 | 0.0508 | -0.6169 | 0 | 0 | 0.2915 |
Buy And Hold Return (%) | 626.6908 | 626.6908 | 626.6908 | 626.6908 | 626.6908 | 626.6908 |
Max Trade Drawdown | -1190865 | -186396 | -1208349 | -46372923 | -36327946 | -10845906 |
Profit Factor | 0.4287 | 1.2999 | 0.249 | 0.9557 | 0.4883 | 1.7146 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 56 | 29 | 27 | 39 | 21 | 18 |
Losing Trades | 31 | 15 | 16 | 48 | 23 | 25 |
Profitability (%) | 64.3678 | 65.9091 | 62.7907 | 44.8276 | 47.7273 | 41.8605 |
Ratio Avg Win / Avg Loss | 0.2373 | 0.6723 | 0.1476 | 1.1763 | 0.5348 | 2.3814 |
Largest Winning Trade | 75146 | 75146 | 47400 | 28611793 | 6597579 | 28611793 |
Largest Losing Trade | -620181 | -78452 | -620181 | -32667286 | -32667286 | -6351667 |
Avg Bars in Trades | 244 | 241 | 246 | 244 | 241 | 246 |
Avg Bars in Winners | 122 | 125 | 118 | 260 | 263 | 256 |
Avg Bars in Losers | 464 | 465 | 463 | 230 | 221 | 239 |
Bars Traded | 21237 | 10626 | 10611 | 21237 | 10626 | 10611 |
Profit Streak | 0 | 0 | 39.841 | 29.9244 | 33.1744 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578405 | -290287 | -578521 | -580350 | -581062 | 322363 |
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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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