Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -541475.7775 | 164848.9941 | -706324.7717 | -202744.6495 | -5611610.9802 | 5408866.3307 |
Total P&L (%) | -541.4758 | 164.849 | -706.3248 | -202.7446 | -5611.611 | 5408.8663 |
Avg Daily Profit (%) | -0.2983 | 0.0908 | -0.3892 | 0 | 0 | 0.2211 |
Buy And Hold Return (%) | 673.6996 | 673.6996 | 673.6996 | 673.6996 | 673.6996 | 673.6996 |
Max Trade Drawdown | -606474 | -140473 | -734847 | -14790332 | -12761359 | -5912128 |
Profit Factor | 0.6101 | 1.4956 | 0.3313 | 0.9935 | 0.6856 | 1.4071 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 47 | 22 | 25 | 48 | 22 | 26 |
Losing Trades | 44 | 24 | 20 | 43 | 24 | 19 |
Profitability (%) | 51.6484 | 47.8261 | 55.5556 | 52.7473 | 47.8261 | 57.7778 |
Ratio Avg Win / Avg Loss | 0.5712 | 1.6315 | 0.265 | 0.89 | 0.748 | 1.0282 |
Largest Winning Trade | 85895 | 85895 | 43078 | 9269855 | 3829466 | 9269855 |
Largest Losing Trade | -412331 | -64128 | -412331 | -9188509 | -9188509 | -3316766 |
Avg Bars in Trades | 58 | 49 | 66 | 58 | 49 | 66 |
Avg Bars in Winners | 41 | 30 | 50 | 58 | 45 | 69 |
Avg Bars in Losers | 76 | 67 | 87 | 57 | 54 | 62 |
Bars Traded | 5291 | 2289 | 3002 | 5291 | 2289 | 3002 |
Profit Streak | 12.1583 | 66.1583 | 0 | 0 | 0 | 184.1583 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579700 | -234893 | -579991 | -580179 | -581549 | 410937 |
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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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