Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -823286.5983 | -7426.0149 | -815860.5835 | -524754.1437 | 2488534.7314 | -3013288.875 |
Total P&L (%) | -823.2866 | -7.426 | -815.8606 | -524.7541 | 2488.5347 | -3013.2889 |
Avg Daily Profit (%) | -0.4589 | -0.0041 | -0.4548 | 0 | 0.1815 | 0 |
Buy And Hold Return (%) | 253.8017 | 253.8017 | 253.8017 | 253.8017 | 253.8017 | 253.8017 |
Max Trade Drawdown | -1015006 | -154493 | -934539 | -2273516 | -273671 | -3116526 |
Profit Factor | 0.395 | 0.9767 | 0.2176 | 0.8935 | 3.3343 | 0.2198 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 46 | 21 | 25 | 38 | 23 | 15 |
Losing Trades | 38 | 21 | 17 | 46 | 19 | 27 |
Profitability (%) | 54.7619 | 50 | 59.5238 | 45.2381 | 54.7619 | 35.7143 |
Ratio Avg Win / Avg Loss | 0.3263 | 0.9767 | 0.1479 | 1.0816 | 2.7544 | 0.3956 |
Largest Winning Trade | 137475 | 137475 | 26717 | 1020144 | 1020144 | 208365 |
Largest Losing Trade | -931930 | -65696 | -931930 | -2273516 | -230508 | -2273516 |
Avg Bars in Trades | 75 | 99 | 51 | 75 | 99 | 51 |
Avg Bars in Winners | 39 | 50 | 30 | 107 | 142 | 53 |
Avg Bars in Losers | 119 | 147 | 83 | 48 | 46 | 50 |
Bars Traded | 6338 | 4166 | 2172 | 6338 | 4166 | 2172 |
Profit Streak | 24.88 | 32.38 | 24.88 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578431 | -579737 | -578474 | -580738 | 536963 | -586290 |
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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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