Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1117442.7655 | 66003.2221 | -1183445.9876 | 2040048.2145 | -12966037.0254 | 15006085.2399 |
Total P&L (%) | -1117.4428 | 66.0032 | -1183.446 | 2040.0482 | -12966.037 | 15006.0852 |
Avg Daily Profit (%) | -0.4927 | 0.0291 | -0.5218 | 0.1352 | 0 | 0.2215 |
Buy And Hold Return (%) | 533.9166 | 533.9166 | 533.9166 | 533.9166 | 533.9166 | 533.9166 |
Max Trade Drawdown | -1120753 | -134653 | -1215165 | -26885766 | -26307742 | -6603499 |
Profit Factor | 0.3511 | 1.2425 | 0.1837 | 1.0456 | 0.6245 | 2.4728 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 64 | 31 | 33 | 56 | 25 | 31 |
Losing Trades | 19 | 10 | 9 | 27 | 16 | 11 |
Profitability (%) | 77.1084 | 75.6098 | 78.5714 | 67.4699 | 60.9756 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.1042 | 0.4008 | 0.0501 | 0.5041 | 0.3997 | 0.8774 |
Largest Winning Trade | 50383 | 50383 | 26358 | 6495631 | 4108911 | 6495631 |
Largest Losing Trade | -912656 | -53448 | -912656 | -15076943 | -15076943 | -3245430 |
Avg Bars in Trades | 48 | 67 | 30 | 48 | 67 | 30 |
Avg Bars in Winners | 17 | 24 | 10 | 19 | 21 | 18 |
Avg Bars in Losers | 153 | 200 | 102 | 108 | 139 | 64 |
Bars Traded | 4039 | 2754 | 1284 | 4039 | 2754 | 1284 |
Profit Streak | 82.0904 | 82.0904 | 292.5904 | 82.0904 | 82.0904 | 292.5904 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576714 | -316993 | -575640 | -183755 | -577953 | 528359 |
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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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