Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -824158.8784 | 56268.9444 | -880427.8228 | 2554444.9905 | -773957.8476 | 3328402.838 |
Total P&L (%) | -824.1589 | 56.2689 | -880.4278 | 2554.445 | -773.9578 | 3328.4028 |
Avg Daily Profit (%) | -0.3652 | 0.0249 | -0.3901 | 0.1454 | 0 | 0.1567 |
Buy And Hold Return (%) | 599.5231 | 599.5231 | 599.5231 | 599.5231 | 599.5231 | 599.5231 |
Max Trade Drawdown | -1010320 | -73335 | -1027173 | -1852503 | -1850521 | -958830 |
Profit Factor | 0.3343 | 1.3613 | 0.1865 | 1.5427 | 0.7563 | 3.174 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 73 | 36 | 37 | 67 | 34 | 33 |
Losing Trades | 15 | 8 | 7 | 21 | 10 | 11 |
Profitability (%) | 82.9545 | 81.8182 | 84.0909 | 76.1364 | 77.2727 | 75 |
Ratio Avg Win / Avg Loss | 0.0687 | 0.3025 | 0.0353 | 0.4835 | 0.2224 | 1.058 |
Largest Winning Trade | 26246 | 26246 | 17936 | 1532793 | 288269 | 1532793 |
Largest Losing Trade | -700175 | -54064 | -700175 | -1590480 | -1590480 | -958830 |
Avg Bars in Trades | 70 | 78 | 63 | 70 | 78 | 63 |
Avg Bars in Winners | 24 | 27 | 20 | 34 | 28 | 39 |
Avg Bars in Losers | 297 | 304 | 288 | 187 | 246 | 133 |
Bars Traded | 6213 | 3435 | 2778 | 6213 | 3435 | 2778 |
Profit Streak | 68.2502 | 68.2502 | 465.9169 | 68.2502 | 68.2502 | 465.9169 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574708 | -321868 | -575042 | 167045 | -576625 | 588502 |
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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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