Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -750878.3987 | 235562.3096 | -986440.7083 | -38288044.4906 | 30166233.657 | -68454278.1476 |
Total P&L (%) | -750.8784 | 235.5623 | -986.4407 | -38288.0445 | 30166.2337 | -68454.2781 |
Avg Daily Profit (%) | -0.3467 | 0.1088 | -0.4554 | 0 | 0.2641 | 0 |
Buy And Hold Return (%) | 494.6502 | 494.6502 | 494.6502 | 494.6502 | 494.6502 | 494.6502 |
Max Trade Drawdown | -1030200 | -110913 | -1121464 | -66007858 | -13115113 | -79600341 |
Profit Factor | 0.5426 | 1.9164 | 0.2875 | 0.7685 | 1.7271 | 0.4475 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 55 | 27 | 28 | 33 | 18 | 15 |
Losing Trades | 26 | 13 | 13 | 48 | 22 | 26 |
Profitability (%) | 67.9012 | 67.5 | 68.2927 | 40.7407 | 45 | 36.5854 |
Ratio Avg Win / Avg Loss | 0.2565 | 0.9227 | 0.1335 | 1.1178 | 2.1109 | 0.7757 |
Largest Winning Trade | 76447 | 76447 | 36697 | 36287106 | 23414146 | 36287106 |
Largest Losing Trade | -708759 | -67436 | -708759 | -64220970 | -8959619 | -64220970 |
Avg Bars in Trades | 75 | 79 | 71 | 75 | 79 | 71 |
Avg Bars in Winners | 45 | 58 | 33 | 82 | 107 | 51 |
Avg Bars in Losers | 137 | 122 | 152 | 70 | 56 | 82 |
Bars Traded | 6101 | 3174 | 2927 | 6101 | 3174 | 2927 |
Profit Streak | 157.3311 | 157.3311 | 334.9978 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -593045 | -209455 | -576986 | -598989 | 357940 | -585959 |
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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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