Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -593007.8124 | 24791.556 | -617799.3684 | 8336923.9094 | 943449.9433 | 7393473.9662 |
Total P&L (%) | -593.0078 | 24.7916 | -617.7994 | 8336.9239 | 943.4499 | 7393.474 |
Avg Daily Profit (%) | -0.325 | 0.0136 | -0.3386 | 0.2434 | 0.1286 | 0.2369 |
Buy And Hold Return (%) | 713.8792 | 713.8792 | 713.8792 | 713.8792 | 713.8792 | 713.8792 |
Max Trade Drawdown | -688100 | -55819 | -725487 | -6913124 | -1227798 | -7263876 |
Profit Factor | 0.4983 | 1.1754 | 0.4063 | 1.5151 | 1.2538 | 1.593 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 57 | 26 | 31 | 37 | 22 | 15 |
Losing Trades | 28 | 17 | 11 | 48 | 21 | 27 |
Profitability (%) | 67.0588 | 60.4651 | 73.8095 | 43.5294 | 51.1628 | 35.7143 |
Ratio Avg Win / Avg Loss | 0.2448 | 0.7685 | 0.1442 | 1.9655 | 1.1968 | 2.8674 |
Largest Winning Trade | 37958 | 19839 | 37958 | 9863729 | 804151 | 9863729 |
Largest Losing Trade | -613504 | -25171 | -613504 | -6491533 | -1227798 | -6491533 |
Avg Bars in Trades | 110 | 33 | 190 | 110 | 33 | 190 |
Avg Bars in Winners | 77 | 24 | 121 | 144 | 39 | 296 |
Avg Bars in Losers | 178 | 46 | 383 | 85 | 26 | 131 |
Bars Traded | 9424 | 1432 | 7991 | 9424 | 1432 | 7991 |
Profit Streak | 90.7368 | 90.7368 | 268.0701 | 90.7368 | 90.7368 | 268.0701 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577102 | -367750 | -576297 | 345185 | -86068 | 258363 |
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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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