Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -829537.1682 | 101269.9151 | -930807.0833 | -764542.95 | -4998569.3807 | 4234026.4307 |
Total P&L (%) | -829.5372 | 101.2699 | -930.8071 | -764.543 | -4998.5694 | 4234.0264 |
Avg Daily Profit (%) | -0.4555 | 0.0556 | -0.5111 | 0 | 0 | 0.2072 |
Buy And Hold Return (%) | 585.3242 | 585.3242 | 585.3242 | 585.3242 | 585.3242 | 585.3242 |
Max Trade Drawdown | -962378 | -136356 | -980976 | -7993093 | -5502558 | -3201312 |
Profit Factor | 0.4762 | 1.3063 | 0.2572 | 0.9577 | 0.4664 | 1.4866 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 45 | 25 | 20 | 36 | 18 | 18 |
Losing Trades | 30 | 13 | 17 | 39 | 20 | 19 |
Profitability (%) | 60 | 65.7895 | 54.0541 | 48 | 47.3684 | 48.6486 |
Ratio Avg Win / Avg Loss | 0.3175 | 0.6793 | 0.2186 | 1.0375 | 0.5182 | 1.5691 |
Largest Winning Trade | 68785 | 68785 | 47165 | 9273578 | 1011692 | 9273578 |
Largest Losing Trade | -435090 | -78505 | -435090 | -4934999 | -4934999 | -2065257 |
Avg Bars in Trades | 141 | 148 | 134 | 141 | 148 | 134 |
Avg Bars in Winners | 88 | 90 | 85 | 147 | 164 | 130 |
Avg Bars in Losers | 221 | 261 | 191 | 135 | 134 | 136 |
Bars Traded | 10614 | 5656 | 4958 | 10614 | 5656 | 4958 |
Profit Streak | 16.646 | 69.646 | 0 | 0 | 0 | 162.8127 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -639908 | -282957 | -580247 | -641166 | -581788 | 405626 |
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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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