Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -784336.2214 | 137134.4766 | -921470.698 | -3445918.359 | -11446653.7014 | 8000735.3425 |
Total P&L (%) | -784.3362 | 137.1345 | -921.4707 | -3445.9184 | -11446.6537 | 8000.7353 |
Avg Daily Profit (%) | -0.4308 | 0.0753 | -0.5061 | 0 | 0 | 0.2417 |
Buy And Hold Return (%) | 649.663 | 649.663 | 649.663 | 649.663 | 649.663 | 649.663 |
Max Trade Drawdown | -927257 | -110404 | -970177 | -25452104 | -17708939 | -10099011 |
Profit Factor | 0.4887 | 1.4615 | 0.2549 | 0.9296 | 0.5818 | 1.3706 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 45 | 25 | 20 | 38 | 18 | 20 |
Losing Trades | 34 | 15 | 19 | 41 | 22 | 19 |
Profitability (%) | 56.962 | 62.5 | 51.2821 | 48.1013 | 45 | 51.2821 |
Ratio Avg Win / Avg Loss | 0.3692 | 0.8769 | 0.2422 | 1.003 | 0.7111 | 1.3021 |
Largest Winning Trade | 50083 | 46404 | 50083 | 15870820 | 4175602 | 15870820 |
Largest Losing Trade | -497609 | -74375 | -497609 | -14731207 | -14731207 | -6388865 |
Avg Bars in Trades | 89 | 92 | 87 | 89 | 92 | 87 |
Avg Bars in Winners | 64 | 64 | 64 | 83 | 86 | 79 |
Avg Bars in Losers | 123 | 138 | 111 | 95 | 96 | 94 |
Bars Traded | 7082 | 3683 | 3399 | 7082 | 3683 | 3399 |
Profit Streak | 38.0389 | 66.5389 | 38.0389 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -609443 | -256136 | -580045 | -611127 | -582694 | 327458 |
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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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