Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1596328.3818 | -30669.8453 | -1565658.5365 | 768195.6481 | -6262867.1569 | 7031062.805 |
Total P&L (%) | -1596.3284 | -30.6698 | -1565.6585 | 768.1956 | -6262.8672 | 7031.0628 |
Avg Daily Profit (%) | -0.7042 | -0.0135 | -0.6906 | 0.0954 | 0 | 0.1884 |
Buy And Hold Return (%) | 521.1513 | 521.1513 | 521.1513 | 521.1513 | 521.1513 | 521.1513 |
Max Trade Drawdown | -1682889 | -110357 | -1641170 | -6654982 | -6352679 | -1811062 |
Profit Factor | 0.2249 | 0.891 | 0.1195 | 1.0533 | 0.3785 | 2.6263 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 59 | 28 | 31 | 51 | 23 | 28 |
Losing Trades | 22 | 12 | 10 | 30 | 17 | 13 |
Profitability (%) | 72.8395 | 70 | 75.6098 | 62.963 | 57.5 | 68.2927 |
Ratio Avg Win / Avg Loss | 0.0839 | 0.3818 | 0.0386 | 0.6196 | 0.2798 | 1.2193 |
Largest Winning Trade | 26600 | 26600 | 17752 | 7474527 | 953506 | 7474527 |
Largest Losing Trade | -1191484 | -56437 | -1191484 | -3421124 | -3421124 | -1203237 |
Avg Bars in Trades | 50 | 59 | 41 | 50 | 59 | 41 |
Avg Bars in Winners | 18 | 21 | 15 | 20 | 19 | 21 |
Avg Bars in Losers | 136 | 149 | 121 | 100 | 113 | 84 |
Bars Traded | 4094 | 2384 | 1710 | 4094 | 2384 | 1710 |
Profit Streak | 85.5822 | 85.5822 | 290.0822 | 85.5822 | 85.5822 | 290.0822 |
Trades During Streak | 7 | 3 | 9 | 7 | 3 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -592275 | -576793 | -575945 | -259809 | -578413 | 565934 |
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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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