Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1741684.1238 | -53963.111 | -1687721.0127 | 251285.694 | -7633465.2793 | 7884750.9733 |
Total P&L (%) | -1741.6841 | -53.9631 | -1687.721 | 251.2857 | -7633.4653 | 7884.751 |
Avg Daily Profit (%) | -0.7701 | -0.0239 | -0.7462 | 0.0556 | 0 | 0.1939 |
Buy And Hold Return (%) | 335.6436 | 335.6436 | 335.6436 | 335.6436 | 335.6436 | 335.6436 |
Max Trade Drawdown | -1846198 | -139763 | -1747937 | -9209061 | -7752889 | -1706100 |
Profit Factor | 0.2152 | 0.8351 | 0.108 | 1.0163 | 0.2772 | 2.6291 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 44 | 21 | 23 | 42 | 20 | 22 |
Losing Trades | 33 | 17 | 16 | 35 | 18 | 17 |
Profitability (%) | 57.1429 | 55.2632 | 58.9744 | 54.5455 | 52.6316 | 56.4103 |
Ratio Avg Win / Avg Loss | 0.1614 | 0.6761 | 0.0751 | 0.8469 | 0.2495 | 2.0315 |
Largest Winning Trade | 33865 | 33865 | 33030 | 10246388 | 1196502 | 10246388 |
Largest Losing Trade | -1294850 | -58770 | -1294850 | -3588824 | -3588824 | -1192346 |
Avg Bars in Trades | 79 | 91 | 68 | 79 | 91 | 68 |
Avg Bars in Winners | 35 | 33 | 36 | 43 | 40 | 46 |
Avg Bars in Losers | 139 | 162 | 114 | 123 | 148 | 97 |
Bars Traded | 6151 | 3480 | 2671 | 6151 | 3480 | 2671 |
Profit Streak | 16.2175 | 0 | 44.5508 | 16.2175 | 0 | 44.5508 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -625275 | -580082 | -579039 | -533850 | -580423 | 518608 |
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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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