Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -596953.3144 | 78187.6182 | -675140.9326 | 23556682.385 | 12178695.4182 | 11377986.9668 |
Total P&L (%) | -596.9533 | 78.1876 | -675.1409 | 23556.6824 | 12178.6954 | 11377.987 |
Avg Daily Profit (%) | -0.3232 | 0.0423 | -0.3656 | 0.2964 | 0.2608 | 0.2571 |
Buy And Hold Return (%) | 430.0153 | 430.0153 | 430.0153 | 430.0153 | 430.0153 | 430.0153 |
Max Trade Drawdown | -905767 | -78149 | -859747 | -5128438 | -674117 | -5129842 |
Profit Factor | 0.493 | 1.6155 | 0.3573 | 2.5917 | 5.4585 | 1.9428 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 58 | 26 | 32 | 42 | 24 | 18 |
Losing Trades | 20 | 13 | 7 | 36 | 15 | 21 |
Profitability (%) | 74.359 | 66.6667 | 82.0513 | 53.8462 | 61.5385 | 46.1538 |
Ratio Avg Win / Avg Loss | 0.17 | 0.8078 | 0.0782 | 2.2215 | 3.4116 | 2.2666 |
Largest Winning Trade | 34552 | 24767 | 34552 | 7838548 | 5239313 | 7838548 |
Largest Losing Trade | -712419 | -57829 | -712419 | -5128438 | -549068 | -5128438 |
Avg Bars in Trades | 123 | 36 | 209 | 123 | 36 | 209 |
Avg Bars in Winners | 70 | 21 | 110 | 104 | 41 | 188 |
Avg Bars in Losers | 277 | 67 | 665 | 145 | 29 | 228 |
Bars Traded | 9616 | 1430 | 8185 | 9616 | 1430 | 8185 |
Profit Streak | 0 | 217.7779 | 0 | 0 | 217.7779 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -616120 | -298316 | -576669 | -24474 | 704257 | 386675 |
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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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