Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -993016.157 | 141177.8576 | -1134194.0145 | 3602027.2549 | -26587081.3676 | 30189108.6225 |
Total P&L (%) | -993.0162 | 141.1779 | -1134.194 | 3602.0273 | -26587.0814 | 30189.1086 |
Avg Daily Profit (%) | -0.4376 | 0.0622 | -0.4999 | 0.1593 | 0 | 0.2521 |
Buy And Hold Return (%) | 513.7086 | 513.7086 | 513.7086 | 513.7086 | 513.7086 | 513.7086 |
Max Trade Drawdown | -1095777 | -86331 | -1196903 | -30045614 | -27928059 | -15722977 |
Profit Factor | 0.4138 | 1.521 | 0.203 | 1.0474 | 0.4659 | 2.1507 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 59 | 29 | 30 | 45 | 21 | 24 |
Losing Trades | 19 | 10 | 9 | 33 | 18 | 15 |
Profitability (%) | 75.641 | 74.359 | 76.9231 | 57.6923 | 53.8462 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.1333 | 0.5245 | 0.0609 | 0.7681 | 0.3993 | 1.3442 |
Largest Winning Trade | 57431 | 57431 | 30914 | 32889635 | 3521712 | 32889635 |
Largest Losing Trade | -838635 | -59201 | -838635 | -16295461 | -16295461 | -11717497 |
Avg Bars in Trades | 53 | 47 | 58 | 53 | 47 | 58 |
Avg Bars in Winners | 28 | 20 | 36 | 35 | 17 | 51 |
Avg Bars in Losers | 130 | 127 | 133 | 77 | 83 | 70 |
Bars Traded | 4145 | 1865 | 2280 | 4145 | 1865 | 2280 |
Profit Streak | 97.7584 | 97.7584 | 292.2584 | 97.7584 | 97.7584 | 292.2584 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -614995 | -272118 | -575876 | -198922 | -579699 | 517331 |
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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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