Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -739606.7681 | 228299.4564 | -967906.2244 | -45963949.6921 | 28790131.8311 | -74754081.5233 |
Total P&L (%) | -739.6068 | 228.2995 | -967.9062 | -45963.9497 | 28790.1318 | -74754.0815 |
Avg Daily Profit (%) | -0.3419 | 0.1055 | -0.4475 | 0 | 0.2623 | 0 |
Buy And Hold Return (%) | 511.4719 | 511.4719 | 511.4719 | 511.4719 | 511.4719 | 511.4719 |
Max Trade Drawdown | -1022437 | -108496 | -1106394 | -92925840 | -18626582 | -90931740 |
Profit Factor | 0.5438 | 1.9078 | 0.2934 | 0.7431 | 1.6169 | 0.4349 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 52 | 25 | 27 | 36 | 18 | 18 |
Losing Trades | 31 | 16 | 15 | 47 | 23 | 24 |
Profitability (%) | 62.6506 | 60.9756 | 64.2857 | 43.3735 | 43.9024 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.3242 | 1.221 | 0.163 | 0.9702 | 2.066 | 0.5798 |
Largest Winning Trade | 72966 | 72966 | 41815 | 36217959 | 36217959 | 28808331 |
Largest Losing Trade | -651608 | -67436 | -651608 | -72228036 | -13647622 | -72228036 |
Avg Bars in Trades | 73 | 76 | 70 | 73 | 76 | 70 |
Avg Bars in Winners | 44 | 58 | 31 | 80 | 113 | 47 |
Avg Bars in Losers | 122 | 106 | 140 | 68 | 48 | 86 |
Bars Traded | 6101 | 3153 | 2948 | 6101 | 3153 | 2948 |
Profit Streak | 154.7094 | 154.7094 | 279.0427 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578725 | -212919 | -577533 | -584632 | 334640 | -583512 |
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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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