Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -84879.7324 | 260191.0147 | -345070.7471 | -566511.1978 | 4579120.1449 | -5145631.3426 |
Total P&L (%) | -84.8797 | 260.191 | -345.0707 | -566.5112 | 4579.1201 | -5145.6313 |
Avg Daily Profit (%) | -0.0382 | 0.117 | -0.1552 | 0 | 0.1731 | 0 |
Buy And Hold Return (%) | 278.627 | 278.627 | 278.627 | 278.627 | 278.627 | 278.627 |
Max Trade Drawdown | -524711 | -156750 | -414511 | -6456831 | -382580 | -6554383 |
Profit Factor | 0.8929 | 1.9126 | 0.3195 | 0.9307 | 6.0658 | 0.2917 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 35 | 19 | 16 | 45 | 25 | 20 |
Losing Trades | 41 | 19 | 22 | 31 | 13 | 18 |
Profitability (%) | 46.0526 | 50 | 42.1053 | 59.2105 | 65.7895 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.0459 | 1.9126 | 0.4394 | 0.6411 | 3.1542 | 0.2625 |
Largest Winning Trade | 109094 | 109094 | 37634 | 987659 | 987659 | 588017 |
Largest Losing Trade | -341093 | -49828 | -341093 | -6456831 | -167044 | -6456831 |
Avg Bars in Trades | 48 | 87 | 9 | 48 | 87 | 9 |
Avg Bars in Winners | 31 | 49 | 10 | 59 | 101 | 7 |
Avg Bars in Losers | 63 | 125 | 9 | 32 | 60 | 12 |
Bars Traded | 3702 | 3332 | 370 | 3702 | 3332 | 370 |
Profit Streak | 305.2328 | 0 | 307.7328 | 0 | 308.2328 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -633836 | -198950 | -582969 | -633083 | 683400 | -580146 |
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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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