Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -796866.6657 | 43306.909 | -840173.5747 | 1337688.7745 | -5883999.4027 | 7221688.1772 |
Total P&L (%) | -796.8667 | 43.3069 | -840.1736 | 1337.6888 | -5883.9994 | 7221.6882 |
Avg Daily Profit (%) | -0.4218 | 0.0229 | -0.4448 | 0.1412 | 0 | 0.2275 |
Buy And Hold Return (%) | 335.1442 | 335.1442 | 335.1442 | 335.1442 | 335.1442 | 335.1442 |
Max Trade Drawdown | -948992 | -143470 | -925025 | -6414012 | -6330077 | -3089101 |
Profit Factor | 0.3325 | 1.2687 | 0.1865 | 1.1087 | 0.3122 | 2.9248 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 66 | 34 | 32 | 48 | 23 | 25 |
Losing Trades | 12 | 5 | 7 | 30 | 16 | 14 |
Profitability (%) | 84.6154 | 87.1795 | 82.0513 | 61.5385 | 58.9744 | 64.1026 |
Ratio Avg Win / Avg Loss | 0.0605 | 0.1866 | 0.0408 | 0.6929 | 0.2172 | 1.6379 |
Largest Winning Trade | 17398 | 17193 | 17398 | 8542682 | 851940 | 8542682 |
Largest Losing Trade | -809020 | -71950 | -809020 | -5066858 | -5066858 | -1538778 |
Avg Bars in Trades | 68 | 82 | 55 | 68 | 82 | 55 |
Avg Bars in Winners | 19 | 20 | 18 | 28 | 18 | 37 |
Avg Bars in Losers | 341 | 503 | 226 | 133 | 173 | 87 |
Bars Traded | 5372 | 3201 | 2171 | 5372 | 3201 | 2171 |
Profit Streak | 88.2424 | 88.2424 | 254.2424 | 88.2424 | 88.2424 | 254.2424 |
Trades During Streak | 12 | 6 | 9 | 12 | 6 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -613273 | -323690 | -575179 | -144307 | -578101 | 619056 |
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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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