Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -635927.0914 | 117073.7871 | -753000.8785 | -406808.8538 | 2963760.7546 | -3370569.6083 |
Total P&L (%) | -635.9271 | 117.0738 | -753.0009 | -406.8089 | 2963.7608 | -3370.5696 |
Avg Daily Profit (%) | -0.2941 | 0.0542 | -0.3483 | 0 | 0.1584 | 0 |
Buy And Hold Return (%) | 267.0732 | 267.0732 | 267.0732 | 267.0732 | 267.0732 | 267.0732 |
Max Trade Drawdown | -900045 | -115079 | -864182 | -6398180 | -2609638 | -5087751 |
Profit Factor | 0.4706 | 1.6469 | 0.2619 | 0.9621 | 2.0315 | 0.5708 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 56 | 28 | 28 | 30 | 17 | 13 |
Losing Trades | 13 | 6 | 7 | 39 | 17 | 22 |
Profitability (%) | 81.1594 | 82.3529 | 80 | 43.4783 | 50 | 37.1429 |
Ratio Avg Win / Avg Loss | 0.1092 | 0.3529 | 0.0655 | 1.2507 | 2.0315 | 0.9659 |
Largest Winning Trade | 55797 | 55797 | 43830 | 4840328 | 4840328 | 2758480 |
Largest Losing Trade | -525747 | -85375 | -525747 | -3831347 | -597484 | -3831347 |
Avg Bars in Trades | 57 | 66 | 49 | 57 | 66 | 49 |
Avg Bars in Winners | 20 | 24 | 16 | 70 | 102 | 28 |
Avg Bars in Losers | 216 | 258 | 179 | 47 | 29 | 61 |
Bars Traded | 3970 | 2249 | 1721 | 3970 | 2249 | 1721 |
Profit Streak | 77.4295 | 0 | 281.4295 | 0 | 128.9295 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -682218 | -281941 | -575549 | -687925 | 435364 | -585787 |
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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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