Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1257393.7509 | 39380.966 | -1296774.7169 | -439475.1453 | 5872623.0231 | -6312098.1684 |
Total P&L (%) | -1257.3938 | 39.381 | -1296.7747 | -439.4751 | 5872.623 | -6312.0982 |
Avg Daily Profit (%) | -0.533 | 0.0167 | -0.5497 | 0 | 0.1735 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1516665 | -165383 | -1387988 | -7041215 | -2695263 | -7463726 |
Profit Factor | 0.3137 | 1.1108 | 0.1218 | 0.9624 | 2.6557 | 0.2254 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 58 | 28 | 30 | 40 | 21 | 19 |
Losing Trades | 21 | 11 | 10 | 39 | 18 | 21 |
Profitability (%) | 73.4177 | 71.7949 | 75 | 50.6329 | 53.8462 | 47.5 |
Ratio Avg Win / Avg Loss | 0.1136 | 0.4364 | 0.0406 | 0.9384 | 2.2763 | 0.2491 |
Largest Winning Trade | 57038 | 57038 | 25862 | 4239098 | 4239098 | 639459 |
Largest Losing Trade | -1369589 | -76519 | -1369589 | -7041215 | -1969415 | -7041215 |
Avg Bars in Trades | 106 | 159 | 53 | 106 | 159 | 53 |
Avg Bars in Winners | 34 | 43 | 25 | 159 | 248 | 61 |
Avg Bars in Losers | 304 | 456 | 138 | 50 | 56 | 46 |
Bars Traded | 8379 | 6227 | 2151 | 8379 | 6227 | 2151 |
Profit Streak | 53.8799 | 53.8799 | 127.3799 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -607335 | -269730 | -576157 | -611973 | 482265 | -581722 |
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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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