Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1125552.1053 | 79673.9694 | -1205226.0747 | 5792473.6222 | -20175417.6907 | 25967891.3129 |
Total P&L (%) | -1125.5521 | 79.674 | -1205.2261 | 5792.4736 | -20175.4177 | 25967.8913 |
Avg Daily Profit (%) | -0.4962 | 0.0351 | -0.5313 | 0.1799 | 0 | 0.2455 |
Buy And Hold Return (%) | 392.8006 | 392.8006 | 392.8006 | 392.8006 | 392.8006 | 392.8006 |
Max Trade Drawdown | -1240495 | -90086 | -1303949 | -34021800 | -32594617 | -11239270 |
Profit Factor | 0.3254 | 1.3999 | 0.1796 | 1.0936 | 0.5492 | 2.5135 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 44 | 22 | 22 | 38 | 17 | 21 |
Losing Trades | 19 | 9 | 10 | 25 | 14 | 11 |
Profitability (%) | 69.8413 | 70.9677 | 68.75 | 60.3175 | 54.8387 | 65.625 |
Ratio Avg Win / Avg Loss | 0.1405 | 0.5727 | 0.0817 | 0.7194 | 0.4523 | 1.3166 |
Largest Winning Trade | 26807 | 26807 | 21574 | 14834546 | 5297362 | 14834546 |
Largest Losing Trade | -1006404 | -43007 | -1006404 | -15761266 | -15761266 | -9620874 |
Avg Bars in Trades | 126 | 146 | 106 | 126 | 146 | 106 |
Avg Bars in Winners | 45 | 42 | 48 | 65 | 46 | 80 |
Avg Bars in Losers | 314 | 402 | 234 | 218 | 268 | 155 |
Bars Traded | 7956 | 4553 | 3403 | 7956 | 4553 | 3403 |
Profit Streak | 80.2721 | 0 | 289.5221 | 80.2721 | 0 | 289.5221 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -728647 | -310049 | -577031 | -260514 | -580190 | 556142 |
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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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