Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -786048.7454 | 116310.9131 | -902359.6585 | -6478693.8015 | 3674601.1001 | -10153294.9016 |
Total P&L (%) | -786.0487 | 116.3109 | -902.3597 | -6478.6938 | 3674.6011 | -10153.2949 |
Avg Daily Profit (%) | -0.3625 | 0.0536 | -0.4162 | 0 | 0.1676 | 0 |
Buy And Hold Return (%) | 418.5857 | 418.5857 | 418.5857 | 418.5857 | 418.5857 | 418.5857 |
Max Trade Drawdown | -923356 | -102869 | -997856 | -9878286 | -1857526 | -10756931 |
Profit Factor | 0.489 | 1.3944 | 0.2743 | 0.6765 | 1.6659 | 0.3003 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 56 | 25 | 31 | 38 | 19 | 19 |
Losing Trades | 29 | 17 | 12 | 47 | 23 | 24 |
Profitability (%) | 65.8824 | 59.5238 | 72.093 | 44.7059 | 45.2381 | 44.186 |
Ratio Avg Win / Avg Loss | 0.2532 | 0.9482 | 0.1062 | 0.8368 | 2.0166 | 0.3793 |
Largest Winning Trade | 71426 | 71426 | 34018 | 3822800 | 3822800 | 1131894 |
Largest Losing Trade | -549695 | -67333 | -549695 | -7791634 | -855080 | -7791634 |
Avg Bars in Trades | 71 | 80 | 62 | 71 | 80 | 62 |
Avg Bars in Winners | 33 | 40 | 28 | 74 | 103 | 45 |
Avg Bars in Losers | 143 | 138 | 150 | 68 | 60 | 75 |
Bars Traded | 6049 | 3368 | 2680 | 6049 | 3368 | 2680 |
Profit Streak | 158.6109 | 158.6109 | 284.2775 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576802 | -285825 | -576514 | -582609 | 327876 | -582988 |
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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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