Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -356918.636 | 337945.737 | -694864.373 | -251723.0962 | -4177466.2061 | 3925743.1099 |
Total P&L (%) | -356.9186 | 337.9457 | -694.8644 | -251.7231 | -4177.4662 | 3925.7431 |
Avg Daily Profit (%) | -0.197 | 0.1865 | -0.3835 | 0 | 0 | 0.2041 |
Buy And Hold Return (%) | 532.2637 | 532.2637 | 532.2637 | 532.2637 | 532.2637 | 532.2637 |
Max Trade Drawdown | -702302 | -86269 | -753370 | -5148943 | -5054579 | -1609351 |
Profit Factor | 0.7569 | 1.894 | 0.3625 | 0.9756 | 0.3762 | 2.0831 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 47 | 22 | 25 | 43 | 23 | 20 |
Losing Trades | 42 | 22 | 20 | 46 | 21 | 25 |
Profitability (%) | 52.809 | 50 | 55.5556 | 48.3146 | 52.2727 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.6764 | 1.894 | 0.29 | 1.0437 | 0.3435 | 2.6039 |
Largest Winning Trade | 197742 | 197742 | 51167 | 4512494 | 294173 | 4512494 |
Largest Losing Trade | -692444 | -37818 | -692444 | -1618516 | -1618516 | -930247 |
Avg Bars in Trades | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Winners | 37 | 36 | 37 | 36 | 36 | 37 |
Avg Bars in Losers | 40 | 36 | 45 | 40 | 36 | 43 |
Bars Traded | 3447 | 1618 | 1829 | 3447 | 1618 | 1829 |
Profit Streak | 0 | 73.9352 | 0 | 36.9352 | 0 | 92.4352 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580176 | -154060 | -579991 | -578985 | -580424 | 392352 |
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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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