Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -723439.0733 | 220472.3294 | -943911.4027 | 876179.9943 | -12957319.4802 | 13833499.4745 |
Total P&L (%) | -723.4391 | 220.4723 | -943.9114 | 876.18 | -12957.3195 | 13833.4995 |
Avg Daily Profit (%) | -0.4038 | 0.1231 | -0.5269 | 0.1273 | 0 | 0.276 |
Buy And Hold Return (%) | 341.8359 | 341.8359 | 341.8359 | 341.8359 | 341.8359 | 341.8359 |
Max Trade Drawdown | -794004 | -186950 | -1062301 | -12328939 | -13379889 | -2413170 |
Profit Factor | 0.6387 | 1.3551 | 0.3167 | 1.0264 | 0.5082 | 3.0366 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 118 | 53 | 65 | 120 | 55 | 65 |
Losing Trades | 120 | 66 | 54 | 118 | 64 | 54 |
Profitability (%) | 49.5798 | 44.5378 | 54.6218 | 50.4202 | 46.2185 | 54.6218 |
Ratio Avg Win / Avg Loss | 0.6495 | 1.6875 | 0.2631 | 1.0093 | 0.5913 | 2.5227 |
Largest Winning Trade | 296479 | 296479 | 39019 | 7568801 | 3121298 | 7568801 |
Largest Losing Trade | -596005 | -58436 | -596005 | -7644395 | -7644395 | -950821 |
Avg Bars in Trades | 29 | 34 | 24 | 29 | 34 | 24 |
Avg Bars in Winners | 19 | 25 | 15 | 23 | 25 | 22 |
Avg Bars in Losers | 38 | 40 | 36 | 35 | 41 | 27 |
Bars Traded | 7003 | 4061 | 2942 | 7003 | 4061 | 2942 |
Profit Streak | 7.7817 | 0 | 20.2817 | 7.7817 | 0 | 20.2817 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578741 | -195326 | -578669 | -215392 | -582486 | 597451 |
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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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