Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -27442.2415 | 545020.1998 | -572462.4413 | 60845780.3497 | 7422406.9402 | 53423373.4095 |
Total P&L (%) | -27.4422 | 545.0202 | -572.4624 | 60845.7804 | 7422.4069 | 53423.3734 |
Avg Daily Profit (%) | -0.014 | 0.2775 | -0.2915 | 0.327 | 0.2202 | 0.3204 |
Buy And Hold Return (%) | 1593.75 | 1593.75 | 1593.75 | 1593.75 | 1593.75 | 1593.75 |
Max Trade Drawdown | -683717 | -64712 | -769986 | -40315779 | -36678393 | -18100378 |
Profit Factor | 0.9729 | 4.2832 | 0.3241 | 1.4696 | 1.0792 | 2.4921 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 74 | 37 | 37 | 68 | 33 | 35 |
Losing Trades | 17 | 8 | 9 | 23 | 12 | 11 |
Profitability (%) | 81.3187 | 82.2222 | 80.4348 | 74.7253 | 73.3333 | 76.087 |
Ratio Avg Win / Avg Loss | 0.2235 | 0.9261 | 0.0788 | 0.4971 | 0.3924 | 0.7832 |
Largest Winning Trade | 64794 | 64794 | 22973 | 44509580 | 9898860 | 44509580 |
Largest Losing Trade | -683717 | -64712 | -683717 | -36678393 | -36678393 | -12212189 |
Avg Bars in Trades | 35 | 58 | 13 | 35 | 58 | 13 |
Avg Bars in Winners | 17 | 27 | 7 | 19 | 29 | 9 |
Avg Bars in Losers | 112 | 199 | 35 | 83 | 137 | 25 |
Bars Traded | 3234 | 2621 | 613 | 3234 | 2621 | 613 |
Profit Streak | 0 | 588.7119 | 0 | 0 | 588.7119 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576240 | -147081 | -576495 | 442899 | -124126 | 531787 |
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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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