Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1037347.3343 | 161399.6355 | -1198746.9698 | 6226565.7178 | -32102463.7476 | 38329029.4654 |
Total P&L (%) | -1037.3473 | 161.3996 | -1198.747 | 6226.5657 | -32102.4637 | 38329.0295 |
Avg Daily Profit (%) | -0.4591 | 0.0714 | -0.5305 | 0.1837 | 0 | 0.2637 |
Buy And Hold Return (%) | 331.316 | 331.316 | 331.316 | 331.316 | 331.316 | 331.316 |
Max Trade Drawdown | -1264743 | -87911 | -1331617 | -29887952 | -33286187 | -11778372 |
Profit Factor | 0.4283 | 1.5545 | 0.2131 | 1.0725 | 0.4612 | 2.4567 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 43 | 20 | 23 | 39 | 17 | 22 |
Losing Trades | 20 | 11 | 9 | 24 | 14 | 10 |
Profitability (%) | 68.254 | 64.5161 | 71.875 | 61.9048 | 54.8387 | 68.75 |
Ratio Avg Win / Avg Loss | 0.1992 | 0.855 | 0.0834 | 0.66 | 0.3798 | 1.1167 |
Largest Winning Trade | 73730 | 73730 | 45004 | 36242241 | 10240524 | 36242241 |
Largest Losing Trade | -963266 | -63275 | -963266 | -17513490 | -17513490 | -7011186 |
Avg Bars in Trades | 67 | 73 | 62 | 67 | 73 | 62 |
Avg Bars in Winners | 37 | 42 | 33 | 39 | 40 | 39 |
Avg Bars in Losers | 133 | 131 | 136 | 113 | 114 | 112 |
Bars Traded | 4280 | 2286 | 1994 | 4280 | 2286 | 1994 |
Profit Streak | 187.229 | 187.229 | 279.229 | 187.229 | 187.229 | 279.229 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -727946 | -260168 | -576603 | -282541 | -578832 | 573208 |
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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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