Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -806281.233 | 42251.7222 | -848532.9552 | -585419.8221 | -4829104.4331 | 4243684.611 |
Total P&L (%) | -806.2812 | 42.2517 | -848.533 | -585.4198 | -4829.1044 | 4243.6846 |
Avg Daily Profit (%) | -0.445 | 0.0233 | -0.4683 | 0 | 0 | 0.2083 |
Buy And Hold Return (%) | 541.6584 | 541.6584 | 541.6584 | 541.6584 | 541.6584 | 541.6584 |
Max Trade Drawdown | -924247 | -140061 | -895521 | -8265447 | -6328651 | -1946678 |
Profit Factor | 0.4006 | 1.1684 | 0.2245 | 0.9562 | 0.4362 | 1.886 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 43 | 20 | 23 | 38 | 18 | 20 |
Losing Trades | 41 | 22 | 19 | 46 | 24 | 22 |
Profitability (%) | 51.1905 | 47.619 | 54.7619 | 45.2381 | 42.8571 | 47.619 |
Ratio Avg Win / Avg Loss | 0.382 | 1.2852 | 0.1855 | 1.1575 | 0.5815 | 2.0746 |
Largest Winning Trade | 57175 | 57175 | 49863 | 5126098 | 1984799 | 5126098 |
Largest Losing Trade | -480449 | -78554 | -480449 | -5673317 | -5673317 | -1598000 |
Avg Bars in Trades | 41 | 46 | 36 | 41 | 46 | 36 |
Avg Bars in Winners | 22 | 27 | 18 | 39 | 39 | 40 |
Avg Bars in Losers | 61 | 64 | 57 | 42 | 52 | 32 |
Bars Traded | 3489 | 1967 | 1521 | 3489 | 1967 | 1521 |
Profit Streak | 0 | 0 | 16.4628 | 4.9628 | 14.4628 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580399 | -363654 | -579542 | -580056 | -582920 | 389039 |
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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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