Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -613488.4376 | 81824.6282 | -695313.0659 | 269617.6616 | -5052384.8644 | 5322002.526 |
Total P&L (%) | -613.4884 | 81.8246 | -695.3131 | 269.6177 | -5052.3849 | 5322.0025 |
Avg Daily Profit (%) | -0.327 | 0.0436 | -0.3706 | 0.0697 | 0 | 0.2131 |
Buy And Hold Return (%) | 281.7363 | 281.7363 | 281.7363 | 281.7363 | 281.7363 | 281.7363 |
Max Trade Drawdown | -735930 | -135613 | -768070 | -4697123 | -5268567 | -1636096 |
Profit Factor | 0.4786 | 1.3111 | 0.239 | 1.0231 | 0.3984 | 2.6132 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 62 | 30 | 32 | 56 | 26 | 30 |
Losing Trades | 15 | 8 | 7 | 21 | 12 | 9 |
Profitability (%) | 80.5195 | 78.9474 | 82.0513 | 72.7273 | 68.4211 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.1158 | 0.3496 | 0.0523 | 0.3836 | 0.1839 | 0.784 |
Largest Winning Trade | 67705 | 67705 | 18635 | 5491252 | 575084 | 5491252 |
Largest Losing Trade | -621763 | -56923 | -621763 | -2559455 | -2559455 | -1219909 |
Avg Bars in Trades | 46 | 60 | 32 | 46 | 60 | 32 |
Avg Bars in Winners | 20 | 19 | 21 | 17 | 13 | 20 |
Avg Bars in Losers | 152 | 211 | 84 | 123 | 161 | 73 |
Bars Traded | 3557 | 2289 | 1268 | 3557 | 2289 | 1268 |
Profit Streak | 42.5073 | 44.0073 | 42.5073 | 42.5073 | 44.0073 | 42.5073 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -621269 | -296756 | -575246 | -503961 | -576956 | 550400 |
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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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