Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -683925.0994 | 172602.1018 | -856527.2012 | 6075394.6671 | -71302565.2683 | 77377959.9354 |
Total P&L (%) | -683.9251 | 172.6021 | -856.5272 | 6075.3947 | -71302.5653 | 77377.9599 |
Avg Daily Profit (%) | -0.3032 | 0.0765 | -0.3798 | 0.183 | 0 | 0.2954 |
Buy And Hold Return (%) | 508.337 | 508.337 | 508.337 | 508.337 | 508.337 | 508.337 |
Max Trade Drawdown | -857414 | -158706 | -961133 | -141198901 | -119338183 | -45477101 |
Profit Factor | 0.4955 | 1.86 | 0.2584 | 1.0315 | 0.4613 | 2.2808 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 67 | 32 | 35 | 49 | 22 | 27 |
Losing Trades | 18 | 10 | 8 | 36 | 20 | 16 |
Profitability (%) | 78.8235 | 76.1905 | 81.3953 | 57.6471 | 52.381 | 62.7907 |
Ratio Avg Win / Avg Loss | 0.1331 | 0.5812 | 0.0591 | 0.7578 | 0.4194 | 1.3516 |
Largest Winning Trade | 77187 | 77187 | 46888 | 50956152 | 14203663 | 50956152 |
Largest Losing Trade | -652359 | -58763 | -652359 | -75484999 | -75484999 | -25306899 |
Avg Bars in Trades | 48 | 51 | 45 | 48 | 51 | 45 |
Avg Bars in Winners | 20 | 20 | 19 | 27 | 21 | 33 |
Avg Bars in Losers | 152 | 147 | 158 | 76 | 84 | 66 |
Bars Traded | 4101 | 2146 | 1955 | 4101 | 2146 | 1955 |
Profit Streak | 77.0381 | 0 | 249.5381 | 77.0381 | 0 | 249.5381 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575978 | -252360 | -575731 | -177860 | -580426 | 531515 |
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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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