Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1000802.9487 | -43088.8157 | -957714.133 | -253052.0939 | -2273838.1039 | 2020786.0099 |
Total P&L (%) | -1000.8029 | -43.0888 | -957.7141 | -253.0521 | -2273.8381 | 2020.786 |
Avg Daily Profit (%) | -0.5516 | -0.0237 | -0.5279 | 0 | 0 | 0.1685 |
Buy And Hold Return (%) | 648.8399 | 648.8399 | 648.8399 | 648.8399 | 648.8399 | 648.8399 |
Max Trade Drawdown | -543046 | -128631 | -415240 | -3143894 | -2411597 | -1054792 |
Profit Factor | 0.2604 | 0.813 | 0.1469 | 0.9552 | 0.3412 | 1.919 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 63 | 32 | 31 | 38 | 16 | 22 |
Losing Trades | 27 | 13 | 14 | 52 | 29 | 23 |
Profitability (%) | 70 | 71.1111 | 68.8889 | 42.2222 | 35.5556 | 48.8889 |
Ratio Avg Win / Avg Loss | 0.1116 | 0.3303 | 0.0664 | 1.3071 | 0.6184 | 2.0062 |
Largest Winning Trade | 17178 | 17178 | 16812 | 2974314 | 285750 | 2974314 |
Largest Losing Trade | -612893 | -79915 | -612893 | -2242902 | -2242902 | -1054792 |
Avg Bars in Trades | 56 | 69 | 43 | 56 | 69 | 43 |
Avg Bars in Winners | 13 | 9 | 16 | 62 | 79 | 50 |
Avg Bars in Losers | 157 | 215 | 102 | 51 | 63 | 36 |
Bars Traded | 5064 | 3106 | 1958 | 5064 | 3106 | 1958 |
Profit Streak | 21.0464 | 100.3797 | 0 | 0 | 0 | 38.3797 |
Trades During Streak | 1 | 5 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577115 | -576539 | -578263 | -581895 | -586329 | 308972 |
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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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