Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -969763.4353 | -93111.774 | -876651.6612 | -723708.9291 | 3671354.7753 | -4395063.7044 |
Total P&L (%) | -969.7634 | -93.1118 | -876.6517 | -723.7089 | 3671.3548 | -4395.0637 |
Avg Daily Profit (%) | -0.4057 | -0.039 | -0.3667 | 0 | 0.152 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1061162 | -114272 | -1020645 | -8742872 | -707717 | -10834314 |
Profit Factor | 0.3709 | 0.6646 | 0.3064 | 0.9485 | 3.2733 | 0.6466 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 51 | 22 | 29 | 48 | 26 | 22 |
Losing Trades | 40 | 24 | 16 | 43 | 20 | 23 |
Profitability (%) | 56.044 | 47.8261 | 64.4444 | 52.7473 | 56.5217 | 48.8889 |
Ratio Avg Win / Avg Loss | 0.2909 | 0.7251 | 0.169 | 0.8497 | 2.5179 | 0.6759 |
Largest Winning Trade | 80669 | 80669 | 48268 | 4029059 | 1344566 | 4029059 |
Largest Losing Trade | -571730 | -39919 | -571730 | -6069687 | -316288 | -6069687 |
Avg Bars in Trades | 48 | 5 | 93 | 48 | 5 | 93 |
Avg Bars in Winners | 30 | 5 | 49 | 50 | 5 | 104 |
Avg Bars in Losers | 72 | 6 | 173 | 46 | 6 | 82 |
Bars Traded | 4451 | 257 | 4194 | 4451 | 257 | 4194 |
Profit Streak | 188.7524 | 188.7524 | 338.7524 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578366 | -580298 | -577475 | -580179 | 542932 | -581144 |
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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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