Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -497619.7242 | 150959.432 | -648579.1562 | 10139219.8346 | -13727556.7833 | 23866776.6179 |
Total P&L (%) | -497.6197 | 150.9594 | -648.5792 | 10139.2198 | -13727.5568 | 23866.7766 |
Avg Daily Profit (%) | -0.2619 | 0.0794 | -0.3413 | 0.2439 | 0 | 0.2888 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -830512 | -28450 | -812019 | -22113871 | -13936647 | -13380996 |
Profit Factor | 0.6329 | 2.3162 | 0.4773 | 1.1701 | 0.3598 | 1.6252 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 47 | 22 | 25 | 45 | 21 | 24 |
Losing Trades | 44 | 24 | 20 | 46 | 25 | 21 |
Profitability (%) | 51.6484 | 47.8261 | 55.5556 | 49.4505 | 45.6522 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.5925 | 2.5268 | 0.3819 | 1.1961 | 0.4283 | 1.422 |
Largest Winning Trade | 63802 | 33225 | 63802 | 34418537 | 1602688 | 34418537 |
Largest Losing Trade | -812019 | -15040 | -812019 | -5572349 | -3204019 | -5572349 |
Avg Bars in Trades | 241 | 59 | 428 | 241 | 59 | 428 |
Avg Bars in Winners | 271 | 68 | 451 | 206 | 54 | 338 |
Avg Bars in Losers | 209 | 51 | 399 | 276 | 63 | 530 |
Bars Traded | 22011 | 2739 | 19272 | 22011 | 2739 | 19272 |
Profit Streak | 0 | 0 | 91.2497 | 0 | 0 | 91.2497 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580321 | -83235 | -579032 | -25005 | -582395 | 439923 |
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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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