Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -601721.33 | 27808.495 | -629529.825 | 9773249.6033 | 2870597.4078 | 6902652.1955 |
Total P&L (%) | -601.7213 | 27.8085 | -629.5298 | 9773.2496 | 2870.5974 | 6902.6522 |
Avg Daily Profit (%) | -0.3293 | 0.0152 | -0.3445 | 0.2516 | 0.1857 | 0.2328 |
Buy And Hold Return (%) | 796.8043 | 796.8043 | 796.8043 | 796.8043 | 796.8043 | 796.8043 |
Max Trade Drawdown | -799691 | -49609 | -771632 | -3080194 | -828925 | -3058097 |
Profit Factor | 0.4592 | 1.2569 | 0.3733 | 2.0871 | 2.3408 | 2.0078 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 38 | 17 | 21 | 32 | 18 | 14 |
Losing Trades | 23 | 14 | 9 | 29 | 13 | 16 |
Profitability (%) | 62.2951 | 54.8387 | 70 | 52.459 | 58.0645 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.2779 | 1.0351 | 0.16 | 1.8914 | 1.6906 | 2.2946 |
Largest Winning Trade | 63343 | 26331 | 63343 | 6883173 | 1285443 | 6883173 |
Largest Losing Trade | -657845 | -21553 | -657845 | -2356085 | -828925 | -2356085 |
Avg Bars in Trades | 103 | 15 | 194 | 103 | 15 | 194 |
Avg Bars in Winners | 77 | 11 | 131 | 97 | 14 | 204 |
Avg Bars in Losers | 146 | 20 | 343 | 110 | 17 | 186 |
Bars Traded | 6336 | 490 | 5846 | 6336 | 490 | 5846 |
Profit Streak | 75.7201 | 210.9701 | 0 | 75.7201 | 210.9701 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744626 | -336200 | -578232 | -152676 | 449664 | 388411 |
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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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