Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1287581.8312 | -33327.504 | -1254254.3272 | 243434.137 | -4247145.9721 | 4490580.1091 |
Total P&L (%) | -1287.5818 | -33.3275 | -1254.2543 | 243.4341 | -4247.146 | 4490.5801 |
Avg Daily Profit (%) | -0.6895 | -0.0178 | -0.6716 | 0.0661 | 0 | 0.2051 |
Buy And Hold Return (%) | 538.3077 | 538.3077 | 538.3077 | 538.3077 | 538.3077 | 538.3077 |
Max Trade Drawdown | -1419813 | -143123 | -1344769 | -5755419 | -5527716 | -1556209 |
Profit Factor | 0.2196 | 0.8454 | 0.1256 | 1.0278 | 0.344 | 2.9616 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 69 | 35 | 34 | 67 | 32 | 35 |
Losing Trades | 18 | 8 | 10 | 20 | 11 | 9 |
Profitability (%) | 79.3103 | 81.3953 | 77.2727 | 77.0115 | 74.4186 | 79.5455 |
Ratio Avg Win / Avg Loss | 0.0573 | 0.1932 | 0.0369 | 0.3068 | 0.1182 | 0.7616 |
Largest Winning Trade | 20197 | 20197 | 15020 | 3727998 | 747436 | 3727998 |
Largest Losing Trade | -799045 | -79499 | -799045 | -4712925 | -4712925 | -1430736 |
Avg Bars in Trades | 40 | 50 | 30 | 40 | 50 | 30 |
Avg Bars in Winners | 10 | 11 | 8 | 17 | 15 | 18 |
Avg Bars in Losers | 155 | 220 | 102 | 117 | 152 | 74 |
Bars Traded | 3499 | 2172 | 1327 | 3499 | 2172 | 1327 |
Profit Streak | 45.4994 | 45.4994 | 62.4994 | 45.4994 | 45.4994 | 62.4994 |
Trades During Streak | 9 | 4 | 7 | 9 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574815 | -575210 | -575594 | -456437 | -576069 | 591751 |
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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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