Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -808894.9763 | 106287.4223 | -915182.3986 | -1199856.8653 | -7080963.4053 | 5881106.54 |
Total P&L (%) | -808.895 | 106.2874 | -915.1824 | -1199.8569 | -7080.9634 | 5881.1065 |
Avg Daily Profit (%) | -0.4428 | 0.0582 | -0.501 | 0 | 0 | 0.2242 |
Buy And Hold Return (%) | 672.9093 | 672.9093 | 672.9093 | 672.9093 | 672.9093 | 672.9093 |
Max Trade Drawdown | -941898 | -127144 | -973822 | -13329667 | -10046050 | -3736618 |
Profit Factor | 0.4579 | 1.3877 | 0.2487 | 0.9504 | 0.4664 | 1.5377 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 34 | 17 | 17 | 31 | 15 | 16 |
Losing Trades | 30 | 15 | 15 | 33 | 17 | 16 |
Profitability (%) | 53.125 | 53.125 | 53.125 | 48.4375 | 46.875 | 50 |
Ratio Avg Win / Avg Loss | 0.4041 | 1.2244 | 0.2194 | 1.0118 | 0.5286 | 1.5377 |
Largest Winning Trade | 78113 | 78113 | 50462 | 11878192 | 2144066 | 11878192 |
Largest Losing Trade | -447260 | -79062 | -447260 | -8756099 | -8756099 | -3467117 |
Avg Bars in Trades | 167 | 177 | 157 | 167 | 177 | 157 |
Avg Bars in Winners | 90 | 96 | 83 | 167 | 184 | 151 |
Avg Bars in Losers | 254 | 268 | 240 | 166 | 170 | 162 |
Bars Traded | 10696 | 5670 | 5026 | 10696 | 5670 | 5026 |
Profit Streak | 15.4424 | 74.6091 | 0 | 0 | 0 | 167.9424 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -723290 | -279044 | -580405 | -723218 | -582025 | 439720 |
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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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