Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -869453.5339 | -9927.8311 | -859525.7027 | 803214.1185 | -2886126.8479 | 3689340.9664 |
Total P&L (%) | -869.4535 | -9.9278 | -859.5257 | 803.2141 | -2886.1268 | 3689.341 |
Avg Daily Profit (%) | -0.4629 | -0.0053 | -0.4576 | 0.1172 | 0 | 0.1937 |
Buy And Hold Return (%) | 228.8868 | 228.8868 | 228.8868 | 228.8868 | 228.8868 | 228.8868 |
Max Trade Drawdown | -935937 | -112382 | -926221 | -2451691 | -3054162 | -1353152 |
Profit Factor | 0.2412 | 0.9373 | 0.1296 | 1.1513 | 0.2031 | 3.1857 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 63 | 30 | 33 | 49 | 22 | 27 |
Losing Trades | 13 | 8 | 5 | 27 | 16 | 11 |
Profitability (%) | 82.8947 | 78.9474 | 86.8421 | 64.4737 | 57.8947 | 71.0526 |
Ratio Avg Win / Avg Loss | 0.0498 | 0.2499 | 0.0196 | 0.6344 | 0.1477 | 1.2979 |
Largest Winning Trade | 31824 | 31824 | 19826 | 4695053 | 182146 | 4695053 |
Largest Losing Trade | -710594 | -75707 | -710594 | -2262033 | -2262033 | -811920 |
Avg Bars in Trades | 68 | 79 | 57 | 68 | 79 | 57 |
Avg Bars in Winners | 19 | 22 | 17 | 26 | 20 | 31 |
Avg Bars in Losers | 304 | 290 | 326 | 144 | 159 | 123 |
Bars Traded | 5211 | 3014 | 2197 | 5211 | 3014 | 2197 |
Profit Streak | 26.3173 | 26.3173 | 236.984 | 26.3173 | 26.3173 | 236.984 |
Trades During Streak | 3 | 1 | 13 | 3 | 1 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -628643 | -576470 | -574636 | -144678 | -579199 | 622004 |
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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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