Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1331829.6195 | -15690.018 | -1316139.6015 | -205158.0002 | -11332084.2732 | 11126926.273 |
Total P&L (%) | -1331.8296 | -15.69 | -1316.1396 | -205.158 | -11332.0843 | 11126.9263 |
Avg Daily Profit (%) | -0.7092 | -0.0084 | -0.7008 | 0 | 0 | 0.2517 |
Buy And Hold Return (%) | 526.4232 | 526.4232 | 526.4232 | 526.4232 | 526.4232 | 526.4232 |
Max Trade Drawdown | -1478433 | -161831 | -1402207 | -11213678 | -11561931 | -3112649 |
Profit Factor | 0.2675 | 0.9429 | 0.1473 | 0.9903 | 0.2412 | 2.7973 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 57 | 28 | 29 | 39 | 16 | 23 |
Losing Trades | 20 | 10 | 10 | 38 | 22 | 16 |
Profitability (%) | 74.026 | 73.6842 | 74.359 | 50.6494 | 42.1053 | 58.9744 |
Ratio Avg Win / Avg Loss | 0.0939 | 0.3367 | 0.0508 | 0.9649 | 0.3316 | 1.9459 |
Largest Winning Trade | 31108 | 27534 | 31108 | 12674974 | 1025178 | 12674974 |
Largest Losing Trade | -890018 | -74876 | -890018 | -8317708 | -8317708 | -1995942 |
Avg Bars in Trades | 92 | 98 | 85 | 92 | 98 | 85 |
Avg Bars in Winners | 30 | 24 | 36 | 66 | 65 | 67 |
Avg Bars in Losers | 268 | 307 | 229 | 118 | 122 | 112 |
Bars Traded | 7104 | 3756 | 3349 | 7104 | 3756 | 3349 |
Profit Streak | 33.7585 | 162.2585 | 33.7585 | 0 | 0 | 0 |
Trades During Streak | 8 | 7 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -622031 | -576225 | -576097 | -626971 | -583835 | 540085 |
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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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