Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -695432.3011 | 130180.2808 | -825612.582 | -1309350.8385 | -7255474.2157 | 5946123.3772 |
Total P&L (%) | -695.4323 | 130.1803 | -825.6126 | -1309.3508 | -7255.4742 | 5946.1234 |
Avg Daily Profit (%) | -0.3827 | 0.0716 | -0.4543 | 0 | 0 | 0.226 |
Buy And Hold Return (%) | 677.3146 | 677.3146 | 677.3146 | 677.3146 | 677.3146 | 677.3146 |
Max Trade Drawdown | -860609 | -124272 | -878288 | -19512962 | -14146084 | -5902423 |
Profit Factor | 0.5239 | 1.4094 | 0.2774 | 0.9626 | 0.627 | 1.382 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 43 | 22 | 21 | 40 | 18 | 22 |
Losing Trades | 36 | 18 | 18 | 39 | 22 | 17 |
Profitability (%) | 54.4304 | 55 | 53.8462 | 50.6329 | 45 | 56.4103 |
Ratio Avg Win / Avg Loss | 0.4386 | 1.1531 | 0.2378 | 0.9385 | 0.7663 | 1.0679 |
Largest Winning Trade | 58157 | 58157 | 42185 | 12636971 | 3527864 | 12636971 |
Largest Losing Trade | -428512 | -76549 | -428512 | -10808298 | -10808298 | -4846796 |
Avg Bars in Trades | 135 | 143 | 127 | 135 | 143 | 127 |
Avg Bars in Winners | 93 | 93 | 92 | 121 | 123 | 120 |
Avg Bars in Losers | 186 | 204 | 167 | 149 | 160 | 135 |
Bars Traded | 10702 | 5745 | 4957 | 10702 | 5745 | 4957 |
Profit Streak | 7.0295 | 24.0295 | 0 | 0 | 0 | 100.6962 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -610797 | -261092 | -580258 | -611973 | -582694 | 383573 |
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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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