Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -552454.0051 | 121033.91 | -673487.915 | -112523.8564 | -2369637.4995 | 2257113.6431 |
Total P&L (%) | -552.454 | 121.0339 | -673.4879 | -112.5239 | -2369.6375 | 2257.1136 |
Avg Daily Profit (%) | -0.3048 | 0.0668 | -0.3716 | 0 | 0 | 0.1745 |
Buy And Hold Return (%) | 449.7032 | 449.7032 | 449.7032 | 449.7032 | 449.7032 | 449.7032 |
Max Trade Drawdown | -649683 | -181546 | -700659 | -4428676 | -3841727 | -1596090 |
Profit Factor | 0.5952 | 1.3421 | 0.3337 | 0.9873 | 0.5424 | 1.6139 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 51 | 30 | 21 | 47 | 21 | 26 |
Losing Trades | 36 | 13 | 23 | 40 | 22 | 18 |
Profitability (%) | 58.6207 | 69.7674 | 47.7273 | 54.023 | 48.8372 | 59.0909 |
Ratio Avg Win / Avg Loss | 0.4201 | 0.5816 | 0.3655 | 0.8402 | 0.5682 | 1.1173 |
Largest Winning Trade | 74650 | 74650 | 58800 | 4411852 | 1006212 | 4411852 |
Largest Losing Trade | -263664 | -79480 | -263664 | -3239962 | -3239962 | -1596090 |
Avg Bars in Trades | 61 | 66 | 56 | 61 | 66 | 56 |
Avg Bars in Winners | 41 | 42 | 40 | 64 | 76 | 54 |
Avg Bars in Losers | 89 | 122 | 71 | 58 | 57 | 59 |
Bars Traded | 5348 | 2857 | 2490 | 5348 | 2857 | 2490 |
Profit Streak | 0 | 62.3918 | 0 | 23.0585 | 0 | 103.3918 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579428 | -267691 | -581603 | -579477 | -581179 | 382982 |
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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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