Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1603178.8623 | -45279.4274 | -1557899.435 | -154277.0105 | 15045307.8407 | -15199584.8512 |
Total P&L (%) | -1603.1789 | -45.2794 | -1557.8994 | -154.277 | 15045.3078 | -15199.5849 |
Avg Daily Profit (%) | -0.8586 | -0.0243 | -0.8344 | 0 | 0.2692 | 0 |
Buy And Hold Return (%) | 525.0707 | 525.0707 | 525.0707 | 525.0707 | 525.0707 | 525.0707 |
Max Trade Drawdown | -1811809 | -192919 | -1662053 | -17716047 | -1833609 | -20096353 |
Profit Factor | 0.2823 | 0.8654 | 0.1789 | 0.9951 | 3.8892 | 0.423 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 63 | 27 | 36 | 31 | 21 | 10 |
Losing Trades | 24 | 16 | 8 | 56 | 22 | 34 |
Profitability (%) | 72.4138 | 62.7907 | 81.8182 | 35.6322 | 48.8372 | 22.7273 |
Ratio Avg Win / Avg Loss | 0.1076 | 0.5128 | 0.0398 | 1.7976 | 4.0744 | 1.4382 |
Largest Winning Trade | 34988 | 34988 | 27952 | 6852756 | 6852756 | 3700919 |
Largest Losing Trade | -896113 | -60260 | -896113 | -13525268 | -1438487 | -13525268 |
Avg Bars in Trades | 124 | 147 | 102 | 124 | 147 | 102 |
Avg Bars in Winners | 59 | 60 | 59 | 219 | 233 | 189 |
Avg Bars in Losers | 296 | 294 | 299 | 72 | 65 | 77 |
Bars Traded | 10870 | 6344 | 4525 | 10870 | 6344 | 4525 |
Profit Streak | 76.6587 | 76.6587 | 279.8253 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 9 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575798 | -577698 | -575173 | -583355 | 547507 | -618884 |
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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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