Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1176263.8778 | -20463.7245 | -1155800.1533 | -524349.8138 | -3086181.6889 | 2561831.8751 |
Total P&L (%) | -1176.2639 | -20.4637 | -1155.8002 | -524.3498 | -3086.1817 | 2561.8319 |
Avg Daily Profit (%) | -0.6472 | -0.0113 | -0.6359 | 0 | 0 | 0.1807 |
Buy And Hold Return (%) | 638.9843 | 638.9843 | 638.9843 | 638.9843 | 638.9843 | 638.9843 |
Max Trade Drawdown | -1277688 | -165651 | -1210877 | -6095500 | -4865187 | -1592167 |
Profit Factor | 0.3201 | 0.9368 | 0.1782 | 0.9539 | 0.5477 | 1.5635 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 48 | 24 | 24 | 35 | 14 | 21 |
Losing Trades | 28 | 14 | 14 | 41 | 24 | 17 |
Profitability (%) | 63.1579 | 63.1579 | 63.1579 | 46.0526 | 36.8421 | 55.2632 |
Ratio Avg Win / Avg Loss | 0.1867 | 0.5464 | 0.104 | 1.1174 | 0.9389 | 1.2657 |
Largest Winning Trade | 36118 | 36118 | 25265 | 4949261 | 1008442 | 4949261 |
Largest Losing Trade | -639568 | -79352 | -639568 | -4377763 | -4377763 | -1267354 |
Avg Bars in Trades | 46 | 50 | 43 | 46 | 50 | 43 |
Avg Bars in Winners | 26 | 25 | 27 | 48 | 58 | 41 |
Avg Bars in Losers | 81 | 91 | 71 | 45 | 45 | 46 |
Bars Traded | 3571 | 1900 | 1671 | 3571 | 1900 | 1671 |
Profit Streak | 10.8436 | 66.3436 | 0 | 0 | 0 | 105.3436 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -631927 | -578088 | -579059 | -634423 | -585881 | 324228 |
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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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