Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1051082.7209 | 75241.4997 | -1126324.2206 | -2762986.3235 | 3369056.4044 | -6132042.7279 |
Total P&L (%) | -1051.0827 | 75.2415 | -1126.3242 | -2762.9863 | 3369.0564 | -6132.0427 |
Avg Daily Profit (%) | -0.4834 | 0.0346 | -0.518 | 0 | 0.1632 | 0 |
Buy And Hold Return (%) | 221.9512 | 221.9512 | 221.9512 | 221.9512 | 221.9512 | 221.9512 |
Max Trade Drawdown | -1342450 | -161759 | -1292638 | -4593205 | -1836160 | -6335932 |
Profit Factor | 0.3747 | 1.2973 | 0.2111 | 0.79 | 1.9073 | 0.3509 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 60 | 28 | 32 | 32 | 18 | 14 |
Losing Trades | 16 | 10 | 6 | 44 | 20 | 24 |
Profitability (%) | 78.9474 | 73.6842 | 84.2105 | 42.1053 | 47.3684 | 36.8421 |
Ratio Avg Win / Avg Loss | 0.0999 | 0.4633 | 0.0396 | 1.0863 | 2.1192 | 0.6015 |
Largest Winning Trade | 71526 | 71526 | 56866 | 2068828 | 2068828 | 1623335 |
Largest Losing Trade | -762916 | -64559 | -762916 | -2865338 | -402466 | -2865338 |
Avg Bars in Trades | 52 | 54 | 50 | 52 | 54 | 50 |
Avg Bars in Winners | 21 | 23 | 18 | 63 | 87 | 33 |
Avg Bars in Losers | 170 | 138 | 222 | 44 | 24 | 61 |
Bars Traded | 3985 | 2059 | 1926 | 3985 | 2059 | 1926 |
Profit Streak | 167.2029 | 167.2029 | 345.7029 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -629057 | -309610 | -575063 | -635959 | 372038 | -585881 |
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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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