Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -799965.9426 | 186867.8314 | -986833.774 | -12229650.1749 | 5915364.3315 | -18145014.5064 |
Total P&L (%) | -799.9659 | 186.8678 | -986.8338 | -12229.6502 | 5915.3643 | -18145.0145 |
Avg Daily Profit (%) | -0.37 | 0.0864 | -0.4564 | 0 | 0.1897 | 0 |
Buy And Hold Return (%) | 512.411 | 512.411 | 512.411 | 512.411 | 512.411 | 512.411 |
Max Trade Drawdown | -1133423 | -91110 | -1196136 | -13815868 | -3388932 | -18261838 |
Profit Factor | 0.4979 | 1.9322 | 0.2914 | 0.6271 | 1.6439 | 0.2315 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 53 | 25 | 28 | 33 | 20 | 13 |
Losing Trades | 22 | 12 | 10 | 42 | 17 | 25 |
Profitability (%) | 70.6667 | 67.5676 | 73.6842 | 44 | 54.0541 | 34.2105 |
Ratio Avg Win / Avg Loss | 0.2067 | 0.9275 | 0.1041 | 0.7982 | 1.3973 | 0.4453 |
Largest Winning Trade | 71526 | 71526 | 55540 | 6053348 | 6053348 | 2522616 |
Largest Losing Trade | -784732 | -76162 | -784732 | -5308711 | -2125004 | -5308711 |
Avg Bars in Trades | 54 | 59 | 49 | 54 | 59 | 49 |
Avg Bars in Winners | 22 | 26 | 19 | 64 | 81 | 39 |
Avg Bars in Losers | 131 | 128 | 134 | 46 | 34 | 54 |
Bars Traded | 4098 | 2214 | 1884 | 4098 | 2214 | 1884 |
Profit Streak | 74.5519 | 74.5519 | 353.5519 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 9 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -637627 | -239200 | -576233 | -644388 | 377364 | -586905 |
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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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