Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1308086.9698 | 35384.6711 | -1343471.6409 | 215676.0566 | -10697570.9355 | 10913246.9922 |
Total P&L (%) | -1308.087 | 35.3847 | -1343.4716 | 215.6761 | -10697.5709 | 10913.247 |
Avg Daily Profit (%) | -0.5801 | 0.0157 | -0.5958 | 0.051 | 0 | 0.2087 |
Buy And Hold Return (%) | 336.4486 | 336.4486 | 336.4486 | 336.4486 | 336.4486 | 336.4486 |
Max Trade Drawdown | -1517475 | -141384 | -1456295 | -16611564 | -13518900 | -7627648 |
Profit Factor | 0.3029 | 1.1429 | 0.1752 | 1.0069 | 0.4582 | 1.9433 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 49 | 24 | 25 | 49 | 23 | 26 |
Losing Trades | 24 | 12 | 12 | 24 | 13 | 11 |
Profitability (%) | 67.1233 | 66.6667 | 67.5676 | 67.1233 | 63.8889 | 70.2703 |
Ratio Avg Win / Avg Loss | 0.1483 | 0.5714 | 0.0841 | 0.4932 | 0.259 | 0.8222 |
Largest Winning Trade | 52596 | 52596 | 40882 | 11644795 | 3019589 | 11644795 |
Largest Losing Trade | -1065709 | -57254 | -1065709 | -8537203 | -8537203 | -4711090 |
Avg Bars in Trades | 166 | 183 | 149 | 166 | 183 | 149 |
Avg Bars in Winners | 74 | 66 | 81 | 82 | 60 | 102 |
Avg Bars in Losers | 354 | 418 | 289 | 336 | 402 | 258 |
Bars Traded | 12128 | 6614 | 5514 | 12128 | 6614 | 5514 |
Profit Streak | 139.832 | 139.832 | 265.6653 | 139.832 | 139.832 | 265.6653 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -653016 | -399138 | -577099 | -577446 | -577596 | 469946 |
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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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