Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -978188.6272 | -14991.6815 | -963196.9457 | -36370.918 | 1649413.4412 | -1685784.3592 |
Total P&L (%) | -978.1886 | -14.9917 | -963.1969 | -36.3709 | 1649.4134 | -1685.7844 |
Avg Daily Profit (%) | -0.5208 | -0.008 | -0.5128 | -0.0241 | 0.1525 | 0 |
Buy And Hold Return (%) | 711.0281 | 711.0281 | 711.0281 | 711.0281 | 711.0281 | 711.0281 |
Max Trade Drawdown | -1200306 | -155669 | -1087280 | -2066309 | -128447 | -2220604 |
Profit Factor | 0.3512 | 0.9467 | 0.2146 | 0.9881 | 5.4426 | 0.3723 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 55 | 28 | 27 | 47 | 26 | 21 |
Losing Trades | 24 | 11 | 13 | 32 | 13 | 19 |
Profitability (%) | 69.6203 | 71.7949 | 67.5 | 59.4937 | 66.6667 | 52.5 |
Ratio Avg Win / Avg Loss | 0.1532 | 0.3719 | 0.1033 | 0.6728 | 2.7213 | 0.3368 |
Largest Winning Trade | 34743 | 34743 | 29981 | 1105796 | 1105796 | 486107 |
Largest Losing Trade | -436794 | -69451 | -436794 | -1724843 | -128447 | -1724843 |
Avg Bars in Trades | 66 | 87 | 46 | 66 | 87 | 46 |
Avg Bars in Winners | 23 | 25 | 21 | 81 | 104 | 53 |
Avg Bars in Losers | 166 | 245 | 98 | 45 | 54 | 39 |
Bars Traded | 5289 | 3413 | 1876 | 5289 | 3413 | 1876 |
Profit Streak | 72.3442 | 162.6775 | 72.3442 | 72.3442 | 162.6775 | 72.3442 |
Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -607707 | -576462 | -577105 | -609020 | 527196 | -579050 |
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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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