Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -348587.358 | 98178.7191 | -446766.0771 | -130542.8467 | 3576069.6452 | -3706612.4919 |
Total P&L (%) | -348.5874 | 98.1787 | -446.7661 | -130.5428 | 3576.0696 | -3706.6125 |
Avg Daily Profit (%) | -0.1612 | 0.0454 | -0.2066 | 0 | 0.1669 | 0 |
Buy And Hold Return (%) | 524.4813 | 524.4813 | 524.4813 | 524.4813 | 524.4813 | 524.4813 |
Max Trade Drawdown | -714901 | -193131 | -594064 | -10321527 | -3914406 | -7195015 |
Profit Factor | 0.6526 | 1.3291 | 0.3664 | 0.9903 | 1.8686 | 0.6006 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 49 | 21 | 28 | 51 | 27 | 24 |
Losing Trades | 38 | 22 | 16 | 36 | 16 | 20 |
Profitability (%) | 56.3218 | 48.8372 | 63.6364 | 58.6207 | 62.7907 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.5061 | 1.3924 | 0.2094 | 0.699 | 1.1073 | 0.5005 |
Largest Winning Trade | 58112 | 58112 | 47416 | 3093923 | 2030512 | 3093923 |
Largest Losing Trade | -316995 | -47816 | -316995 | -6720685 | -2942330 | -6720685 |
Avg Bars in Trades | 47 | 49 | 44 | 47 | 49 | 44 |
Avg Bars in Winners | 19 | 23 | 16 | 52 | 59 | 45 |
Avg Bars in Losers | 82 | 74 | 93 | 39 | 33 | 43 |
Bars Traded | 4098 | 2136 | 1962 | 4098 | 2136 | 1962 |
Profit Streak | 8.3542 | 0 | 11.3542 | 0 | 84.8542 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579053 | -298175 | -578317 | -579428 | 473116 | -580130 |
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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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