Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -773684.3167 | 85336.9662 | -859021.283 | 1659788.4013 | -10653852.8118 | 12313641.2131 |
Total P&L (%) | -773.6843 | 85.337 | -859.0213 | 1659.7884 | -10653.8528 | 12313.6412 |
Avg Daily Profit (%) | -0.4112 | 0.0454 | -0.4566 | 0.1525 | 0 | 0.2566 |
Buy And Hold Return (%) | 260.6701 | 260.6701 | 260.6701 | 260.6701 | 260.6701 | 260.6701 |
Max Trade Drawdown | -931434 | -136657 | -946755 | -11739830 | -11258994 | -3929658 |
Profit Factor | 0.3887 | 1.4608 | 0.2049 | 1.0781 | 0.3368 | 3.3678 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 83 | 41 | 42 | 69 | 33 | 36 |
Losing Trades | 14 | 7 | 7 | 28 | 15 | 13 |
Profitability (%) | 85.567 | 85.4167 | 85.7143 | 71.134 | 68.75 | 73.4694 |
Ratio Avg Win / Avg Loss | 0.0656 | 0.2494 | 0.0342 | 0.4375 | 0.1531 | 1.2162 |
Largest Winning Trade | 23666 | 23666 | 19004 | 12527650 | 757552 | 12527650 |
Largest Losing Trade | -840145 | -76442 | -840145 | -9585269 | -9585269 | -1747686 |
Avg Bars in Trades | 36 | 44 | 29 | 36 | 44 | 29 |
Avg Bars in Winners | 11 | 9 | 13 | 15 | 13 | 16 |
Avg Bars in Losers | 186 | 248 | 124 | 90 | 113 | 63 |
Bars Traded | 3561 | 2137 | 1425 | 3561 | 2137 | 1425 |
Profit Streak | 81.2762 | 81.2762 | 246.2762 | 81.2762 | 81.2762 | 246.2762 |
Trades During Streak | 11 | 5 | 9 | 11 | 5 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574155 | -292746 | -574467 | -124190 | -576799 | 675319 |
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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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