Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -706924.8548 | -5239.6068 | -701685.2479 | 8508634.1243 | -11008.3727 | 8519642.497 |
Total P&L (%) | -706.9249 | -5.2396 | -701.6852 | 8508.6341 | -11.0084 | 8519.6425 |
Avg Daily Profit (%) | -0.3899 | -0.0029 | -0.387 | 0.246 | -0.0064 | 0.2461 |
Buy And Hold Return (%) | 630.2626 | 630.2626 | 630.2626 | 630.2626 | 630.2626 | 630.2626 |
Max Trade Drawdown | -822227 | -39612 | -812582 | -5175527 | -1144280 | -4845846 |
Profit Factor | 0.4273 | 0.9524 | 0.3758 | 1.6203 | 0.9966 | 1.8132 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 88 | 37 | 51 | 60 | 31 | 29 |
Losing Trades | 37 | 26 | 11 | 65 | 32 | 33 |
Profitability (%) | 70.4 | 58.7302 | 82.2581 | 48 | 49.2063 | 46.7742 |
Ratio Avg Win / Avg Loss | 0.1797 | 0.6693 | 0.0811 | 1.7553 | 1.0288 | 2.0633 |
Largest Winning Trade | 22201 | 9585 | 22201 | 8905901 | 355768 | 8905901 |
Largest Losing Trade | -692553 | -22692 | -692553 | -3549286 | -814180 | -3549286 |
Avg Bars in Trades | 47 | 1 | 94 | 47 | 1 | 94 |
Avg Bars in Winners | 22 | 1 | 37 | 53 | 1 | 108 |
Avg Bars in Losers | 108 | 2 | 359 | 42 | 1 | 81 |
Bars Traded | 5962 | 111 | 5851 | 5962 | 111 | 5851 |
Profit Streak | 0 | 0 | 95.6225 | 0 | 0 | 95.6225 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577802 | -726048 | -729450 | 397877 | -725822 | -142164 |
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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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