Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -755621.83 | 110346.8053 | -865968.6353 | 417206.0899 | -5160387.3501 | 5577593.44 |
Total P&L (%) | -755.6218 | 110.3468 | -865.9686 | 417.2061 | -5160.3874 | 5577.5934 |
Avg Daily Profit (%) | -0.4008 | 0.0585 | -0.4593 | 0.0872 | 0 | 0.2144 |
Buy And Hold Return (%) | 298.4944 | 298.4944 | 298.4944 | 298.4944 | 298.4944 | 298.4944 |
Max Trade Drawdown | -942635 | -117686 | -976982 | -7023537 | -5411302 | -3234039 |
Profit Factor | 0.4389 | 1.4885 | 0.2274 | 1.0411 | 0.1823 | 2.4518 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 64 | 32 | 32 | 56 | 27 | 29 |
Losing Trades | 13 | 7 | 6 | 21 | 12 | 9 |
Profitability (%) | 83.1169 | 82.0513 | 84.2105 | 72.7273 | 69.2308 | 76.3158 |
Ratio Avg Win / Avg Loss | 0.0892 | 0.3256 | 0.0426 | 0.3904 | 0.081 | 0.7609 |
Largest Winning Trade | 66600 | 66600 | 17221 | 8218167 | 267987 | 8218167 |
Largest Losing Trade | -895979 | -56601 | -895979 | -2711569 | -2711569 | -2155364 |
Avg Bars in Trades | 46 | 57 | 34 | 46 | 57 | 34 |
Avg Bars in Winners | 18 | 19 | 18 | 18 | 13 | 22 |
Avg Bars in Losers | 181 | 232 | 122 | 121 | 156 | 74 |
Bars Traded | 3570 | 2249 | 1321 | 3570 | 2249 | 1321 |
Profit Streak | 151.021 | 151.021 | 289.021 | 151.021 | 151.021 | 289.021 |
Trades During Streak | 14 | 7 | 9 | 14 | 7 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -620922 | -275400 | -574989 | -336981 | -576791 | 538462 |
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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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