Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1093350.8565 | 38501.6272 | -1131852.4836 | -30840782.5457 | 5721148.1298 | -36561930.6755 |
Total P&L (%) | -1093.3509 | 38.5016 | -1131.8525 | -30840.7825 | 5721.1481 | -36561.9307 |
Avg Daily Profit (%) | -0.5991 | 0.0211 | -0.6202 | 0 | 0.2229 | 0 |
Buy And Hold Return (%) | 704.2804 | 704.2804 | 704.2804 | 704.2804 | 704.2804 | 704.2804 |
Max Trade Drawdown | -1200784 | -49034 | -1223575 | -45468464 | -6418322 | -50713789 |
Profit Factor | 0.3787 | 1.1848 | 0.2704 | 0.6601 | 1.3223 | 0.4989 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 57 | 25 | 32 | 48 | 23 | 25 |
Losing Trades | 34 | 21 | 13 | 43 | 23 | 20 |
Profitability (%) | 62.6374 | 54.3478 | 71.1111 | 52.7473 | 50 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.2259 | 0.9953 | 0.1099 | 0.5913 | 1.3223 | 0.3992 |
Largest Winning Trade | 53869 | 24469 | 53869 | 20272857 | 6197476 | 20272857 |
Largest Losing Trade | -680221 | -30080 | -680221 | -40254071 | -3223287 | -40254071 |
Avg Bars in Trades | 113 | 45 | 182 | 113 | 45 | 182 |
Avg Bars in Winners | 86 | 31 | 129 | 95 | 37 | 149 |
Avg Bars in Losers | 159 | 63 | 314 | 133 | 54 | 224 |
Bars Traded | 10340 | 2115 | 8225 | 10340 | 2115 | 8225 |
Profit Streak | 204.5765 | 204.5765 | 266.0765 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577182 | -347329 | -576579 | -580179 | 306984 | -579991 |
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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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