Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1020651.4519 | 85719.6904 | -1106371.1422 | -2818435.3214 | -12581237.4846 | 9762802.1633 |
Total P&L (%) | -1020.6515 | 85.7197 | -1106.3711 | -2818.4353 | -12581.2375 | 9762.8022 |
Avg Daily Profit (%) | -0.5634 | 0.0473 | -0.6107 | 0 | 0 | 0.2538 |
Buy And Hold Return (%) | 504.4743 | 504.4743 | 504.4743 | 504.4743 | 504.4743 | 504.4743 |
Max Trade Drawdown | -1167942 | -147500 | -1155955 | -33273146 | -24924834 | -8619285 |
Profit Factor | 0.4373 | 1.2355 | 0.237 | 0.9521 | 0.633 | 1.3977 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 55 | 30 | 25 | 45 | 23 | 22 |
Losing Trades | 37 | 16 | 21 | 47 | 23 | 24 |
Profitability (%) | 59.7826 | 65.2174 | 54.3478 | 48.913 | 50 | 47.8261 |
Ratio Avg Win / Avg Loss | 0.2942 | 0.6589 | 0.199 | 0.9944 | 0.633 | 1.5248 |
Largest Winning Trade | 48570 | 48570 | 39455 | 20248134 | 4569536 | 20248134 |
Largest Losing Trade | -676966 | -74504 | -676966 | -20683370 | -20683370 | -6614873 |
Avg Bars in Trades | 116 | 137 | 94 | 116 | 137 | 94 |
Avg Bars in Winners | 76 | 83 | 67 | 116 | 127 | 104 |
Avg Bars in Losers | 175 | 240 | 125 | 115 | 147 | 85 |
Bars Traded | 10674 | 6331 | 4343 | 10674 | 6331 | 4343 |
Profit Streak | 16.2156 | 59.7156 | 16.2156 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578195 | -294451 | -579564 | -580955 | -580704 | 342628 |
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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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