Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -749002.8171 | 145592.7881 | -894595.6052 | 628271.2765 | -8172996.2866 | 8801267.5631 |
Total P&L (%) | -749.0028 | 145.5928 | -894.5956 | 628.2713 | -8172.9963 | 8801.2676 |
Avg Daily Profit (%) | -0.4 | 0.0778 | -0.4778 | 0.1061 | 0 | 0.24 |
Buy And Hold Return (%) | 591.2982 | 591.2982 | 591.2982 | 591.2982 | 591.2982 | 591.2982 |
Max Trade Drawdown | -980096 | -96074 | -1035895 | -5895822 | -9231248 | -3852579 |
Profit Factor | 0.4692 | 1.7 | 0.2564 | 1.0316 | 0.3093 | 2.0934 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 50 | 24 | 26 | 46 | 20 | 26 |
Losing Trades | 13 | 7 | 6 | 17 | 11 | 6 |
Profitability (%) | 79.3651 | 77.4194 | 81.25 | 73.0159 | 64.5161 | 81.25 |
Ratio Avg Win / Avg Loss | 0.122 | 0.4958 | 0.0592 | 0.3812 | 0.1701 | 0.4831 |
Largest Winning Trade | 41615 | 41615 | 35671 | 9112123 | 646582 | 9112123 |
Largest Losing Trade | -719466 | -70064 | -719466 | -4294279 | -4294279 | -3852579 |
Avg Bars in Trades | 55 | 70 | 41 | 55 | 70 | 41 |
Avg Bars in Winners | 17 | 18 | 15 | 22 | 15 | 28 |
Avg Bars in Losers | 203 | 248 | 151 | 144 | 170 | 96 |
Bars Traded | 3507 | 2190 | 1317 | 3507 | 2190 | 1317 |
Profit Streak | 46.0761 | 46.0761 | 72.0761 | 46.0761 | 46.0761 | 72.0761 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -726425 | -249967 | -575373 | -531164 | -577948 | 539522 |
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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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