Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -699374.1968 | 194750.9573 | -894125.1541 | -1755123.7518 | -13739378.8702 | 11984255.1184 |
Total P&L (%) | -699.3742 | 194.751 | -894.1252 | -1755.1238 | -13739.3789 | 11984.2551 |
Avg Daily Profit (%) | -0.3834 | 0.1068 | -0.4901 | 0 | 0 | 0.2632 |
Buy And Hold Return (%) | 749.308 | 749.308 | 749.308 | 749.308 | 749.308 | 749.308 |
Max Trade Drawdown | -798510 | -139336 | -902669 | -26548126 | -19572508 | -8283850 |
Profit Factor | 0.5624 | 1.5632 | 0.2861 | 0.9665 | 0.5369 | 1.5257 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 52 | 30 | 22 | 45 | 21 | 24 |
Losing Trades | 39 | 16 | 23 | 46 | 25 | 21 |
Profitability (%) | 57.1429 | 65.2174 | 48.8889 | 49.4505 | 45.6522 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.4218 | 0.8337 | 0.2991 | 0.988 | 0.6392 | 1.335 |
Largest Winning Trade | 97315 | 97315 | 52258 | 22789598 | 3730819 | 22789598 |
Largest Losing Trade | -411462 | -79554 | -411462 | -18223977 | -18223977 | -7861459 |
Avg Bars in Trades | 116 | 123 | 109 | 116 | 123 | 109 |
Avg Bars in Winners | 87 | 87 | 88 | 125 | 149 | 104 |
Avg Bars in Losers | 156 | 192 | 130 | 108 | 102 | 116 |
Bars Traded | 10646 | 5698 | 4948 | 10646 | 5698 | 4948 |
Profit Streak | 16.2914 | 73.4581 | 0 | 0 | 0 | 109.4581 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579033 | -212801 | -581144 | -580748 | -582395 | 428122 |
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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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