Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -995961.021 | -1089.5862 | -994871.4347 | 522814.0638 | -3230070.9063 | 3752884.9701 |
Total P&L (%) | -995.961 | -1.0896 | -994.8714 | 522.8141 | -3230.0709 | 3752.885 |
Avg Daily Profit (%) | -0.5309 | -0.0006 | -0.5303 | 0.0975 | 0 | 0.1948 |
Buy And Hold Return (%) | 244.9959 | 244.9959 | 244.9959 | 244.9959 | 244.9959 | 244.9959 |
Max Trade Drawdown | -1115699 | -141935 | -1062706 | -4225275 | -4051111 | -1581679 |
Profit Factor | 0.26 | 0.9939 | 0.1484 | 1.076 | 0.3257 | 2.7975 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 56 | 30 | 26 | 48 | 24 | 24 |
Losing Trades | 14 | 5 | 9 | 22 | 11 | 11 |
Profitability (%) | 80 | 85.7143 | 74.2857 | 68.5714 | 68.5714 | 68.5714 |
Ratio Avg Win / Avg Loss | 0.065 | 0.1656 | 0.0514 | 0.4932 | 0.1493 | 1.2822 |
Largest Winning Trade | 24366 | 14542 | 24366 | 4701158 | 479009 | 4701158 |
Largest Losing Trade | -845298 | -79648 | -845298 | -3562624 | -3562624 | -1073059 |
Avg Bars in Trades | 49 | 57 | 42 | 49 | 57 | 42 |
Avg Bars in Winners | 13 | 13 | 14 | 15 | 9 | 21 |
Avg Bars in Losers | 193 | 317 | 124 | 125 | 161 | 88 |
Bars Traded | 3494 | 2001 | 1493 | 3494 | 2001 | 1493 |
Profit Streak | 58.7637 | 141.2637 | 58.7637 | 58.7637 | 141.2637 | 58.7637 |
Trades During Streak | 12 | 9 | 6 | 12 | 9 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -673688 | -574802 | -576070 | -301293 | -576839 | 582786 |
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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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