Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -769215.6271 | 118870.569 | -888086.1962 | -602799.5144 | 7822052.978 | -8424852.4924 |
Total P&L (%) | -769.2156 | 118.8706 | -888.0862 | -602.7995 | 7822.053 | -8424.8525 |
Avg Daily Profit (%) | -0.327 | 0.0505 | -0.3776 | 0 | 0.1861 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1162355 | -209323 | -1004249 | -8956609 | -3510321 | -9670192 |
Profit Factor | 0.5001 | 1.3213 | 0.2402 | 0.9641 | 2.6625 | 0.3041 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 47 | 21 | 26 | 43 | 23 | 20 |
Losing Trades | 34 | 19 | 15 | 38 | 17 | 21 |
Profitability (%) | 58.0247 | 52.5 | 63.4146 | 53.0864 | 57.5 | 48.7805 |
Ratio Avg Win / Avg Loss | 0.3618 | 1.1955 | 0.1386 | 0.852 | 1.968 | 0.3193 |
Largest Winning Trade | 130483 | 130483 | 32064 | 3943626 | 3943626 | 1087606 |
Largest Losing Trade | -975880 | -64947 | -975880 | -8944480 | -1748251 | -8944480 |
Avg Bars in Trades | 52 | 65 | 39 | 52 | 65 | 39 |
Avg Bars in Winners | 34 | 34 | 33 | 59 | 82 | 33 |
Avg Bars in Losers | 77 | 98 | 50 | 44 | 42 | 45 |
Bars Traded | 4242 | 2605 | 1637 | 4242 | 2605 | 1637 |
Profit Streak | 0 | 0 | 0 | 35.8196 | 41.8196 | 35.8196 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -595737 | -124853 | -579003 | -595664 | 523738 | -580673 |
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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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