Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -843860.3649 | 116746.3743 | -960606.7393 | -2692367.097 | 2569944.4809 | -5262311.5779 |
Total P&L (%) | -843.8604 | 116.7464 | -960.6067 | -2692.3671 | 2569.9445 | -5262.3116 |
Avg Daily Profit (%) | -0.3881 | 0.0537 | -0.4418 | 0 | 0.1512 | 0 |
Buy And Hold Return (%) | 548.3301 | 548.3301 | 548.3301 | 548.3301 | 548.3301 | 548.3301 |
Max Trade Drawdown | -1094788 | -95490 | -1136423 | -3970306 | -1631541 | -5440362 |
Profit Factor | 0.4387 | 1.5466 | 0.2552 | 0.7598 | 1.7541 | 0.3253 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 66 | 31 | 35 | 34 | 20 | 14 |
Losing Trades | 13 | 8 | 5 | 45 | 19 | 26 |
Profitability (%) | 83.5443 | 79.4872 | 87.5 | 43.038 | 51.2821 | 35 |
Ratio Avg Win / Avg Loss | 0.0864 | 0.3991 | 0.0365 | 1.0056 | 1.6664 | 0.6042 |
Largest Winning Trade | 43830 | 31646 | 43830 | 2355183 | 2355183 | 1087429 |
Largest Losing Trade | -676281 | -81210 | -676281 | -2275645 | -390597 | -2275645 |
Avg Bars in Trades | 51 | 54 | 47 | 51 | 54 | 47 |
Avg Bars in Winners | 17 | 17 | 17 | 65 | 87 | 34 |
Avg Bars in Losers | 222 | 199 | 259 | 40 | 20 | 54 |
Bars Traded | 4032 | 2130 | 1902 | 4032 | 2130 | 1902 |
Profit Streak | 86.0958 | 86.0958 | 539.0958 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 13 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -606180 | -282673 | -574642 | -613096 | 342761 | -586583 |
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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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