Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -870313.1389 | 47968.8262 | -918281.9651 | -1919031.5659 | 2897629.7056 | -4816661.2715 |
Total P&L (%) | -870.3131 | 47.9688 | -918.282 | -1919.0316 | 2897.6297 | -4816.6613 |
Avg Daily Profit (%) | -0.4026 | 0.0222 | -0.4248 | 0 | 0.1574 | 0 |
Buy And Hold Return (%) | 468.4608 | 468.4608 | 468.4608 | 468.4608 | 468.4608 | 468.4608 |
Max Trade Drawdown | -1165714 | -140806 | -1089947 | -4439761 | -888470 | -5028300 |
Profit Factor | 0.3904 | 1.2152 | 0.2377 | 0.8097 | 2.6717 | 0.4232 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 68 | 32 | 36 | 38 | 22 | 16 |
Losing Trades | 13 | 8 | 5 | 43 | 18 | 25 |
Profitability (%) | 83.9506 | 80 | 87.8049 | 46.9136 | 55 | 39.0244 |
Ratio Avg Win / Avg Loss | 0.0746 | 0.3038 | 0.033 | 0.9162 | 2.1859 | 0.6612 |
Largest Winning Trade | 38215 | 33658 | 38215 | 2031827 | 2019750 | 2031827 |
Largest Losing Trade | -601522 | -74664 | -601522 | -4182747 | -276308 | -4182747 |
Avg Bars in Trades | 99 | 105 | 94 | 99 | 105 | 94 |
Avg Bars in Winners | 30 | 30 | 30 | 119 | 158 | 65 |
Avg Bars in Losers | 459 | 403 | 549 | 82 | 40 | 112 |
Bars Traded | 8066 | 4207 | 3859 | 8066 | 4207 | 3859 |
Profit Streak | 151.7023 | 151.7023 | 528.2023 | 0 | 0 | 0 |
Trades During Streak | 13 | 6 | 12 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -590866 | -325738 | -574615 | -598255 | 464526 | -585010 |
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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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