Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1708584.7155 | -12621.1429 | -1695963.5726 | -8222977.0165 | -19854290.9523 | 11631313.9357 |
Total P&L (%) | -1708.5847 | -12.6211 | -1695.9636 | -8222.977 | -19854.291 | 11631.3139 |
Avg Daily Profit (%) | -0.94 | -0.0069 | -0.933 | 0 | 0 | 0.2625 |
Buy And Hold Return (%) | 641.0523 | 641.0523 | 641.0523 | 641.0523 | 641.0523 | 641.0523 |
Max Trade Drawdown | -1801470 | -138505 | -1751492 | -48659054 | -30746636 | -25057825 |
Profit Factor | 0.2912 | 0.9579 | 0.1966 | 0.9046 | 0.5601 | 1.2833 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 44 | 18 | 26 | 43 | 20 | 23 |
Losing Trades | 44 | 26 | 18 | 45 | 24 | 21 |
Profitability (%) | 50 | 40.9091 | 59.0909 | 48.8636 | 45.4545 | 52.2727 |
Ratio Avg Win / Avg Loss | 0.2912 | 1.3836 | 0.1361 | 0.9467 | 0.6721 | 1.1717 |
Largest Winning Trade | 49942 | 49942 | 43866 | 20076914 | 10826182 | 20076914 |
Largest Losing Trade | -1108276 | -62950 | -1108276 | -20134833 | -20134833 | -18167034 |
Avg Bars in Trades | 60 | 33 | 86 | 60 | 33 | 86 |
Avg Bars in Winners | 49 | 29 | 62 | 60 | 32 | 84 |
Avg Bars in Losers | 71 | 36 | 122 | 59 | 34 | 89 |
Bars Traded | 5294 | 1473 | 3821 | 5294 | 1473 | 3821 |
Profit Streak | 36.3926 | 92.3926 | 0 | 0 | 0 | 78.0593 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579999 | -581628 | -579541 | -580984 | -582487 | 340709 |
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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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