Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -350708.2833 | 61050.5462 | -411758.8295 | 8622551.8911 | -269972.5834 | 8892524.4745 |
Total P&L (%) | -350.7083 | 61.0505 | -411.7588 | 8622.5519 | -269.9726 | 8892.5245 |
Avg Daily Profit (%) | -0.1939 | 0.0337 | -0.2276 | 0.2473 | 0 | 0.249 |
Buy And Hold Return (%) | 154.1316 | 154.1316 | 154.1316 | 154.1316 | 154.1316 | 154.1316 |
Max Trade Drawdown | -641509 | -73847 | -665461 | -3296238 | -3039574 | -1096348 |
Profit Factor | 0.6137 | 1.3371 | 0.4334 | 2.3013 | 0.9452 | 6.242 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 62 | 26 | 36 | 58 | 25 | 33 |
Losing Trades | 22 | 16 | 6 | 26 | 17 | 9 |
Profitability (%) | 73.8095 | 61.9048 | 85.7143 | 69.0476 | 59.5238 | 78.5714 |
Ratio Avg Win / Avg Loss | 0.2178 | 0.8228 | 0.0722 | 1.0316 | 0.6428 | 1.7024 |
Largest Winning Trade | 38607 | 38607 | 27405 | 3894984 | 1054766 | 3894984 |
Largest Losing Trade | -408391 | -45516 | -408391 | -3039574 | -3039574 | -904106 |
Avg Bars in Trades | 37 | 34 | 41 | 37 | 34 | 41 |
Avg Bars in Winners | 18 | 9 | 25 | 21 | 7 | 32 |
Avg Bars in Losers | 92 | 75 | 135 | 74 | 75 | 72 |
Bars Traded | 3187 | 1466 | 1722 | 3187 | 1466 | 1722 |
Profit Streak | 53.361 | 135.361 | 53.361 | 53.361 | 135.361 | 53.361 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575717 | -312005 | -575304 | 581610 | -578149 | 781819 |
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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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