Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2702498.3129 | -125364.1769 | -2577134.136 | 1123736.5815 | -18254604.2268 | 19378340.8083 |
Total P&L (%) | -2702.4983 | -125.3642 | -2577.1341 | 1123.7366 | -18254.6042 | 19378.3408 |
Avg Daily Profit (%) | -1.5056 | -0.0698 | -1.4357 | 0.1396 | 0 | 0.2941 |
Buy And Hold Return (%) | 268.2405 | 268.2405 | 268.2405 | 268.2405 | 268.2405 | 268.2405 |
Max Trade Drawdown | -2752620 | -161465 | -2642046 | -17202597 | -20047439 | -911390 |
Profit Factor | 0.0809 | 0.4936 | 0.043 | 1.045 | 0.2113 | 11.4738 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 72 | 36 | 36 | 72 | 35 | 37 |
Losing Trades | 18 | 9 | 9 | 18 | 10 | 8 |
Profitability (%) | 80 | 80 | 80 | 80 | 77.7778 | 82.2222 |
Ratio Avg Win / Avg Loss | 0.0202 | 0.1234 | 0.0107 | 0.2612 | 0.0604 | 2.4808 |
Largest Winning Trade | 10990 | 10990 | 8511 | 15476067 | 1251898 | 15476067 |
Largest Losing Trade | -1860800 | -85859 | -1860800 | -14290118 | -14290118 | -911390 |
Avg Bars in Trades | 76 | 102 | 50 | 76 | 102 | 50 |
Avg Bars in Winners | 13 | 20 | 6 | 19 | 15 | 23 |
Avg Bars in Losers | 327 | 429 | 225 | 301 | 403 | 174 |
Bars Traded | 6848 | 4590 | 2258 | 6848 | 4590 | 2258 |
Profit Streak | 34.0988 | 34.0988 | 288.5988 | 34.0988 | 34.0988 | 288.5988 |
Trades During Streak | 5 | 2 | 12 | 5 | 2 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574836 | -575829 | -575291 | -175075 | -576117 | 830619 |
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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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