Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1010185.7306 | 27852.0211 | -1038037.7517 | 2487932.0185 | -7426848.5623 | 9914780.5809 |
Total P&L (%) | -1010.1857 | 27.852 | -1038.0378 | 2487.932 | -7426.8486 | 9914.7806 |
Avg Daily Profit (%) | -0.5383 | 0.0148 | -0.5531 | 0.1735 | 0 | 0.2458 |
Buy And Hold Return (%) | 899.5155 | 899.5155 | 899.5155 | 899.5155 | 899.5155 | 899.5155 |
Max Trade Drawdown | -1194954 | -149699 | -1160068 | -8680089 | -8423401 | -1950394 |
Profit Factor | 0.295 | 1.1398 | 0.1587 | 1.1592 | 0.3083 | 3.0262 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 47 | 22 | 25 | 45 | 20 | 25 |
Losing Trades | 16 | 9 | 7 | 18 | 11 | 7 |
Profitability (%) | 74.6032 | 70.9677 | 78.125 | 71.4286 | 64.5161 | 78.125 |
Ratio Avg Win / Avg Loss | 0.1004 | 0.4663 | 0.0444 | 0.4637 | 0.1696 | 0.8473 |
Largest Winning Trade | 79092 | 79092 | 22952 | 11725746 | 977628 | 11725746 |
Largest Losing Trade | -770659 | -63409 | -770659 | -5310475 | -5310475 | -1574743 |
Avg Bars in Trades | 84 | 96 | 71 | 84 | 96 | 71 |
Avg Bars in Winners | 20 | 18 | 21 | 28 | 10 | 43 |
Avg Bars in Losers | 271 | 288 | 250 | 221 | 253 | 171 |
Bars Traded | 5293 | 2999 | 2294 | 5293 | 2999 | 2294 |
Profit Streak | 53.9955 | 53.9955 | 71.9955 | 53.9955 | 53.9955 | 71.9955 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -726990 | -403096 | -575738 | -189241 | -577530 | 592982 |
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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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