Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -693894.7131 | 136454.324 | -830349.0371 | -381520.9568 | 3241837.5873 | -3623358.5441 |
Total P&L (%) | -693.8947 | 136.4543 | -830.349 | -381.521 | 3241.8376 | -3623.3585 |
Avg Daily Profit (%) | -0.3065 | 0.0603 | -0.3668 | 0 | 0.1551 | 0 |
Buy And Hold Return (%) | 540.126 | 540.126 | 540.126 | 540.126 | 540.126 | 540.126 |
Max Trade Drawdown | -996250 | -146297 | -885689 | -4444298 | -547108 | -4527813 |
Profit Factor | 0.4843 | 1.4384 | 0.1971 | 0.9465 | 3.671 | 0.3883 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 37 | 16 | 21 | 47 | 28 | 19 |
Losing Trades | 36 | 20 | 16 | 26 | 8 | 18 |
Profitability (%) | 50.6849 | 44.4444 | 56.7568 | 64.3836 | 77.7778 | 51.3514 |
Ratio Avg Win / Avg Loss | 0.4712 | 1.798 | 0.1502 | 0.5236 | 1.0488 | 0.3679 |
Largest Winning Trade | 137385 | 137385 | 32699 | 828491 | 828491 | 688011 |
Largest Losing Trade | -812414 | -45869 | -812414 | -4444298 | -547108 | -4444298 |
Avg Bars in Trades | 54 | 88 | 20 | 54 | 88 | 20 |
Avg Bars in Winners | 28 | 53 | 10 | 67 | 100 | 19 |
Avg Bars in Losers | 80 | 117 | 35 | 30 | 50 | 21 |
Bars Traded | 3976 | 3202 | 774 | 3976 | 3202 | 774 |
Profit Streak | 71.0524 | 0 | 287.5524 | 0 | 314.5524 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -656408 | -278344 | -578650 | -654913 | 621484 | -580319 |
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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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