Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -995178.4449 | 113966.5584 | -1109145.0034 | -3243297.6005 | 4442919.8595 | -7686217.4599 |
Total P&L (%) | -995.1784 | 113.9666 | -1109.145 | -3243.2976 | 4442.9199 | -7686.2175 |
Avg Daily Profit (%) | -0.4472 | 0.0512 | -0.4984 | 0 | 0.1716 | 0 |
Buy And Hold Return (%) | 456.3597 | 456.3597 | 456.3597 | 456.3597 | 456.3597 | 456.3597 |
Max Trade Drawdown | -1226539 | -84842 | -1262425 | -8769876 | -2939411 | -7977868 |
Profit Factor | 0.3784 | 1.5024 | 0.1929 | 0.8497 | 1.476 | 0.3726 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 62 | 29 | 33 | 29 | 19 | 10 |
Losing Trades | 20 | 12 | 8 | 53 | 22 | 31 |
Profitability (%) | 75.6098 | 70.7317 | 80.4878 | 35.3659 | 46.3415 | 24.3902 |
Ratio Avg Win / Avg Loss | 0.1221 | 0.6217 | 0.0468 | 1.553 | 1.7091 | 1.155 |
Largest Winning Trade | 40581 | 40581 | 26183 | 3318228 | 3318228 | 1517213 |
Largest Losing Trade | -1225492 | -46663 | -1225492 | -3357263 | -1333923 | -3357263 |
Avg Bars in Trades | 50 | 61 | 38 | 50 | 61 | 38 |
Avg Bars in Winners | 21 | 27 | 16 | 93 | 109 | 62 |
Avg Bars in Losers | 138 | 144 | 129 | 26 | 19 | 31 |
Bars Traded | 4116 | 2526 | 1590 | 4116 | 2526 | 1590 |
Profit Streak | 46.3437 | 46.3437 | 292.3437 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 9 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -584467 | -286940 | -575329 | -592468 | 312433 | -611577 |
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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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