Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -775814.4686 | 105068.049 | -880882.5176 | -612052.5601 | -4171756.1293 | 3559703.5692 |
Total P&L (%) | -775.8145 | 105.068 | -880.8825 | -612.0526 | -4171.7561 | 3559.7036 |
Avg Daily Profit (%) | -0.4282 | 0.058 | -0.4862 | 0 | 0 | 0.1989 |
Buy And Hold Return (%) | 477.4852 | 477.4852 | 477.4852 | 477.4852 | 477.4852 | 477.4852 |
Max Trade Drawdown | -939413 | -143183 | -911952 | -10565246 | -7760899 | -3152134 |
Profit Factor | 0.4825 | 1.327 | 0.2522 | 0.9688 | 0.6015 | 1.3898 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 42 | 23 | 19 | 40 | 20 | 20 |
Losing Trades | 36 | 16 | 20 | 38 | 19 | 19 |
Profitability (%) | 53.8462 | 58.9744 | 48.7179 | 51.2821 | 51.2821 | 51.2821 |
Ratio Avg Win / Avg Loss | 0.4136 | 0.9231 | 0.2654 | 0.9203 | 0.5714 | 1.3203 |
Largest Winning Trade | 63731 | 63731 | 49472 | 7847011 | 1718332 | 7847011 |
Largest Losing Trade | -396058 | -79003 | -396058 | -7009578 | -7009578 | -2727702 |
Avg Bars in Trades | 90 | 97 | 84 | 90 | 97 | 84 |
Avg Bars in Winners | 58 | 60 | 55 | 87 | 99 | 75 |
Avg Bars in Losers | 128 | 149 | 111 | 93 | 94 | 93 |
Bars Traded | 7071 | 3783 | 3288 | 7071 | 3783 | 3288 |
Profit Streak | 0 | 0 | 0 | 100.032 | 139.532 | 100.032 |
Trades During Streak | 0 | 0 | 0 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -619056 | -281493 | -581255 | -617993 | -579240 | 353021 |
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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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