Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -169161.6763 | 296464.3787 | -465626.055 | 13619770.5064 | -6525101.4401 | 20144871.9465 |
Total P&L (%) | -169.1617 | 296.4644 | -465.6261 | 13619.7705 | -6525.1014 | 20144.8719 |
Avg Daily Profit (%) | -0.0903 | 0.1583 | -0.2487 | 0.2632 | 0 | 0.284 |
Buy And Hold Return (%) | 516.3456 | 516.3456 | 516.3456 | 516.3456 | 516.3456 | 516.3456 |
Max Trade Drawdown | -424336 | -74235 | -626189 | -6768601 | -9771650 | -1709944 |
Profit Factor | 0.8106 | 2.808 | 0.3613 | 1.7018 | 0.5664 | 5.6216 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 58 | 27 | 31 | 50 | 23 | 27 |
Losing Trades | 21 | 12 | 9 | 29 | 16 | 13 |
Profitability (%) | 73.4177 | 69.2308 | 77.5 | 63.2911 | 58.9744 | 67.5 |
Ratio Avg Win / Avg Loss | 0.2935 | 1.248 | 0.1049 | 0.987 | 0.394 | 2.7067 |
Largest Winning Trade | 214392 | 214392 | 27203 | 12440961 | 1847936 | 12440961 |
Largest Losing Trade | -424336 | -69733 | -424336 | -6745035 | -6745035 | -1634666 |
Avg Bars in Trades | 44 | 50 | 37 | 44 | 50 | 37 |
Avg Bars in Winners | 17 | 17 | 17 | 25 | 18 | 31 |
Avg Bars in Losers | 119 | 125 | 110 | 77 | 98 | 51 |
Bars Traded | 3505 | 1987 | 1517 | 3505 | 1987 | 1517 |
Profit Streak | 2.9964 | 0 | 46.4964 | 2.9964 | 0 | 46.4964 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -609893 | -151751 | -575694 | -21403 | -579594 | 748558 |
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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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