Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -77149.8024 | 209514.5462 | -286664.3487 | -142744.4185 | -2799308.0081 | 2656563.5895 |
Total P&L (%) | -77.1498 | 209.5145 | -286.6643 | -142.7444 | -2799.308 | 2656.5636 |
Avg Daily Profit (%) | -0.0427 | 0.1159 | -0.1586 | 0 | 0 | 0.1836 |
Buy And Hold Return (%) | 252.79 | 252.79 | 252.79 | 252.79 | 252.79 | 252.79 |
Max Trade Drawdown | -300948 | -52903 | -165495 | -3638932 | -2991199 | -1041695 |
Profit Factor | 0.9012 | 2.2769 | 0.5351 | 0.9789 | 0.2743 | 1.915 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 36 | 20 | 16 | 25 | 11 | 14 |
Losing Trades | 27 | 12 | 15 | 38 | 21 | 17 |
Profitability (%) | 57.1429 | 62.5 | 51.6129 | 39.6825 | 34.375 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.6759 | 1.3662 | 0.5017 | 1.4879 | 0.5236 | 2.3254 |
Largest Winning Trade | 72851 | 72851 | 59160 | 3372104 | 315079 | 3372104 |
Largest Losing Trade | -300948 | -37406 | -300948 | -893389 | -893389 | -403899 |
Avg Bars in Trades | 79 | 61 | 98 | 79 | 61 | 98 |
Avg Bars in Winners | 60 | 45 | 79 | 103 | 95 | 109 |
Avg Bars in Losers | 104 | 87 | 118 | 64 | 43 | 89 |
Bars Traded | 5013 | 1966 | 3047 | 5013 | 1966 | 3047 |
Profit Streak | 0 | 0 | 0 | 324.2454 | 324.2454 | 450.2454 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730851 | -199263 | -580608 | -733035 | -585920 | 394204 |
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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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