Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -995886.2724 | 31585.8374 | -1027472.1098 | -4339573.7039 | 16460377.9588 | -20799951.6626 |
Total P&L (%) | -995.8863 | 31.5858 | -1027.4721 | -4339.5737 | 16460.378 | -20799.9517 |
Avg Daily Profit (%) | -0.4176 | 0.0132 | -0.4309 | 0 | 0.2145 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1122219 | -70452 | -1202769 | -70319687 | -3496431 | -73022377 |
Profit Factor | 0.4188 | 1.1983 | 0.3388 | 0.9531 | 3.0896 | 0.7544 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 48 | 20 | 28 | 49 | 25 | 24 |
Losing Trades | 38 | 23 | 15 | 37 | 18 | 19 |
Profitability (%) | 55.814 | 46.5116 | 65.1163 | 56.9767 | 58.1395 | 55.814 |
Ratio Avg Win / Avg Loss | 0.3315 | 1.378 | 0.1815 | 0.7197 | 2.2245 | 0.5972 |
Largest Winning Trade | 67344 | 31803 | 67344 | 23112572 | 5788129 | 23112572 |
Largest Losing Trade | -899546 | -24077 | -899546 | -55224522 | -2172049 | -55224522 |
Avg Bars in Trades | 81 | 5 | 157 | 81 | 5 | 157 |
Avg Bars in Winners | 63 | 5 | 104 | 73 | 6 | 143 |
Avg Bars in Losers | 104 | 6 | 255 | 91 | 5 | 174 |
Bars Traded | 7012 | 251 | 6761 | 7012 | 251 | 6761 |
Profit Streak | 7.2414 | 7.9081 | 0 | 0 | 0 | 106.2414 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579113 | -180891 | -578767 | -579643 | 556144 | -579015 |
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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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