Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -978165.3708 | 35453.5605 | -1013618.9313 | -10608178.456 | 6277737.4295 | -16885915.8855 |
Total P&L (%) | -978.1654 | 35.4536 | -1013.6189 | -10608.1785 | 6277.7374 | -16885.9159 |
Avg Daily Profit (%) | -0.5358 | 0.0194 | -0.5552 | 0 | 0.2279 | 0 |
Buy And Hold Return (%) | 652.1055 | 652.1055 | 652.1055 | 652.1055 | 652.1055 | 652.1055 |
Max Trade Drawdown | -1030971 | -71080 | -1073860 | -33746868 | -3150109 | -32601115 |
Profit Factor | 0.3969 | 1.1583 | 0.2749 | 0.8175 | 1.4817 | 0.6254 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 53 | 24 | 29 | 50 | 24 | 26 |
Losing Trades | 32 | 19 | 13 | 35 | 19 | 16 |
Profitability (%) | 62.3529 | 55.814 | 69.0476 | 58.8235 | 55.814 | 61.9048 |
Ratio Avg Win / Avg Loss | 0.2397 | 0.917 | 0.1232 | 0.5722 | 1.173 | 0.3849 |
Largest Winning Trade | 41119 | 28525 | 41119 | 8120869 | 4242684 | 8120869 |
Largest Losing Trade | -574981 | -59351 | -574981 | -31362057 | -2658516 | -31362057 |
Avg Bars in Trades | 240 | 121 | 360 | 240 | 121 | 360 |
Avg Bars in Winners | 178 | 90 | 250 | 247 | 133 | 352 |
Avg Bars in Losers | 342 | 161 | 607 | 228 | 106 | 374 |
Bars Traded | 20401 | 5241 | 15160 | 20401 | 5241 | 15160 |
Profit Streak | 0 | 0 | 0 | 94.4722 | 94.4722 | 94.8056 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578671 | -379986 | -578265 | -578448 | 390036 | -578632 |
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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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