Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1893463.9545 | -26809.7373 | -1866654.2172 | 348567.0178 | -14155234.9703 | 14503801.9881 |
Total P&L (%) | -1893.464 | -26.8097 | -1866.6542 | 348.567 | -14155.235 | 14503.802 |
Avg Daily Profit (%) | -0.8342 | -0.0118 | -0.8224 | 0.0662 | 0 | 0.2198 |
Buy And Hold Return (%) | 348.0892 | 348.0892 | 348.0892 | 348.0892 | 348.0892 | 348.0892 |
Max Trade Drawdown | -1982162 | -151683 | -1929853 | -17391278 | -15283006 | -4730239 |
Profit Factor | 0.2386 | 0.9198 | 0.1328 | 1.0117 | 0.3195 | 2.594 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 50 | 21 | 29 | 46 | 19 | 27 |
Losing Trades | 31 | 19 | 12 | 35 | 21 | 14 |
Profitability (%) | 61.7284 | 52.5 | 70.7317 | 56.7901 | 47.5 | 65.8537 |
Ratio Avg Win / Avg Loss | 0.1479 | 0.8322 | 0.055 | 0.7697 | 0.3531 | 1.345 |
Largest Winning Trade | 48887 | 41770 | 48887 | 14091148 | 3082433 | 14091148 |
Largest Losing Trade | -1526227 | -55026 | -1526227 | -6926696 | -6926696 | -3411207 |
Avg Bars in Trades | 79 | 92 | 66 | 79 | 92 | 66 |
Avg Bars in Winners | 33 | 35 | 32 | 40 | 40 | 39 |
Avg Bars in Losers | 153 | 155 | 149 | 131 | 139 | 119 |
Bars Traded | 6432 | 3697 | 2736 | 6432 | 3697 | 2736 |
Profit Streak | 23.9101 | 0 | 292.5768 | 23.9101 | 0 | 292.5768 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -594712 | -580425 | -576664 | -494179 | -581722 | 558872 |
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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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