Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1666871.5168 | 294138.6486 | -1961010.1653 | -74546923.6327 | 58155111.1581 | -132702034.7908 |
Total P&L (%) | -1666.8715 | 294.1386 | -1961.0102 | -74546.9236 | 58155.1112 | -132702.0348 |
Avg Daily Profit (%) | -0.7365 | 0.13 | -0.8664 | 0 | 0.2817 | 0 |
Buy And Hold Return (%) | 11335.2462 | 11335.2462 | 11335.2462 | 11335.2462 | 11335.2462 | 11335.2462 |
Max Trade Drawdown | -2080140 | -73884 | -2068643 | -233403279 | -41207284 | -236656616 |
Profit Factor | 0.3355 | 2.4499 | 0.1495 | 0.8318 | 1.4606 | 0.5813 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 56 | 27 | 29 | 55 | 25 | 30 |
Losing Trades | 34 | 18 | 16 | 35 | 20 | 15 |
Profitability (%) | 62.2222 | 60 | 64.4444 | 61.1111 | 55.5556 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.2037 | 1.6332 | 0.0825 | 0.5293 | 1.1685 | 0.2907 |
Largest Winning Trade | 98833 | 98833 | 33640 | 33057595 | 29532088 | 33057595 |
Largest Losing Trade | -1090908 | -48714 | -1090908 | -199439097 | -24949016 | -199439097 |
Avg Bars in Trades | 71 | 78 | 64 | 71 | 78 | 64 |
Avg Bars in Winners | 66 | 77 | 55 | 72 | 89 | 58 |
Avg Bars in Losers | 80 | 80 | 81 | 70 | 65 | 78 |
Bars Traded | 6459 | 3546 | 2914 | 6459 | 3546 | 2914 |
Profit Streak | 37.4954 | 122.4954 | 37.4954 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577242 | -177924 | -578294 | -579097 | 336284 | -578551 |
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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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