Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -858481.6942 | 27160.8307 | -885642.5249 | 980765.1387 | -5034630.0771 | 6015395.2158 |
Total P&L (%) | -858.4817 | 27.1608 | -885.6425 | 980.7651 | -5034.6301 | 6015.3952 |
Avg Daily Profit (%) | -0.4545 | 0.0144 | -0.4688 | 0.1261 | 0 | 0.218 |
Buy And Hold Return (%) | 355.2344 | 355.2344 | 355.2344 | 355.2344 | 355.2344 | 355.2344 |
Max Trade Drawdown | -1005735 | -146457 | -964460 | -5740948 | -5627457 | -2858539 |
Profit Factor | 0.304 | 1.1651 | 0.1714 | 1.0902 | 0.3183 | 2.727 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 64 | 32 | 32 | 50 | 24 | 26 |
Losing Trades | 12 | 6 | 6 | 26 | 14 | 12 |
Profitability (%) | 84.2105 | 84.2105 | 84.2105 | 65.7895 | 63.1579 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.057 | 0.2185 | 0.0321 | 0.5669 | 0.1857 | 1.2586 |
Largest Winning Trade | 17398 | 17234 | 17398 | 7346076 | 797548 | 7346076 |
Largest Losing Trade | -840073 | -71950 | -840073 | -4490748 | -4490748 | -1615570 |
Avg Bars in Trades | 70 | 84 | 57 | 70 | 84 | 57 |
Avg Bars in Winners | 19 | 18 | 20 | 30 | 21 | 39 |
Avg Bars in Losers | 344 | 436 | 252 | 147 | 191 | 96 |
Bars Traded | 5372 | 3199 | 2173 | 5372 | 3199 | 2173 |
Profit Streak | 88.2558 | 88.2558 | 254.2558 | 88.2558 | 88.2558 | 254.2558 |
Trades During Streak | 12 | 6 | 9 | 12 | 6 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -628312 | -374210 | -574977 | -200314 | -577567 | 582257 |
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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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