Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -916799.6364 | 33044.9952 | -949844.6316 | -168401.5837 | 2558010.7386 | -2726412.3224 |
Total P&L (%) | -916.7996 | 33.045 | -949.8446 | -168.4016 | 2558.0107 | -2726.4123 |
Avg Daily Profit (%) | -0.4401 | 0.0159 | -0.4559 | 0 | 0.1576 | 0 |
Buy And Hold Return (%) | 129.5181 | 129.5181 | 129.5181 | 129.5181 | 129.5181 | 129.5181 |
Max Trade Drawdown | -1153338 | -78919 | -1132513 | -5448126 | -730412 | -5421437 |
Profit Factor | 0.5613 | 1.1216 | 0.4775 | 0.9828 | 2.5794 | 0.667 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 161 | 73 | 88 | 96 | 53 | 43 |
Losing Trades | 72 | 44 | 28 | 137 | 64 | 73 |
Profitability (%) | 69.0987 | 62.3932 | 75.8621 | 41.2017 | 45.2991 | 37.069 |
Ratio Avg Win / Avg Loss | 0.251 | 0.676 | 0.1519 | 1.4026 | 3.1147 | 1.1323 |
Largest Winning Trade | 40039 | 23671 | 40039 | 1662504 | 1401035 | 1662504 |
Largest Losing Trade | -505028 | -30730 | -505028 | -1894787 | -246814 | -1894787 |
Avg Bars in Trades | 104 | 10 | 199 | 104 | 10 | 199 |
Avg Bars in Winners | 63 | 6 | 110 | 128 | 14 | 268 |
Avg Bars in Losers | 198 | 17 | 481 | 88 | 7 | 159 |
Bars Traded | 24427 | 1245 | 23182 | 24427 | 1245 | 23182 |
Profit Streak | 8.9512 | 9.2012 | 0 | 0 | 0 | 9.6179 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576414 | -423579 | -577393 | -581313 | 388796 | -583720 |
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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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