Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -562170.347 | 2823.914 | -564994.261 | 6274197.6571 | 1234427.7228 | 5039769.9343 |
Total P&L (%) | -562.1703 | 2.8239 | -564.9943 | 6274.1977 | 1234.4277 | 5039.7699 |
Avg Daily Profit (%) | -0.3095 | 0.0016 | -0.311 | 0.229 | 0.1427 | 0.2171 |
Buy And Hold Return (%) | 630.9987 | 630.9987 | 630.9987 | 630.9987 | 630.9987 | 630.9987 |
Max Trade Drawdown | -707488 | -51056 | -691100 | -2086252 | -1585551 | -1503787 |
Profit Factor | 0.4478 | 1.0215 | 0.3627 | 2.2614 | 1.5738 | 2.7853 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 41 | 18 | 23 | 33 | 18 | 15 |
Losing Trades | 26 | 16 | 10 | 34 | 16 | 18 |
Profitability (%) | 61.194 | 52.9412 | 69.697 | 49.2537 | 52.9412 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.2839 | 0.908 | 0.1577 | 2.3299 | 1.399 | 3.3423 |
Largest Winning Trade | 37853 | 18942 | 37853 | 3421403 | 805930 | 3421403 |
Largest Losing Trade | -513857 | -48706 | -513857 | -1117005 | -1117005 | -644018 |
Avg Bars in Trades | 44 | 12 | 77 | 44 | 12 | 77 |
Avg Bars in Winners | 39 | 10 | 62 | 54 | 16 | 99 |
Avg Bars in Losers | 52 | 15 | 111 | 35 | 8 | 58 |
Bars Traded | 2987 | 441 | 2546 | 2987 | 441 | 2546 |
Profit Streak | 0 | 0 | 155.9369 | 0 | 0 | 155.9369 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -700326 | -554439 | -577673 | -108699 | -6845 | 442199 |
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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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