Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -517522.9908 | 167407.8574 | -684930.8482 | 160292.2417 | 2573511.676 | -2413219.4343 |
Total P&L (%) | -517.523 | 167.4079 | -684.9308 | 160.2922 | 2573.5117 | -2413.2194 |
Avg Daily Profit (%) | -0.2375 | 0.0768 | -0.3143 | 0.0439 | 0.1509 | 0 |
Buy And Hold Return (%) | 136.5053 | 136.5053 | 136.5053 | 136.5053 | 136.5053 | 136.5053 |
Max Trade Drawdown | -795673 | -87843 | -836612 | -5816589 | -2148841 | -3925767 |
Profit Factor | 0.5573 | 1.9494 | 0.31 | 1.0211 | 2.0271 | 0.5249 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 71 | 34 | 37 | 45 | 22 | 23 |
Losing Trades | 14 | 8 | 6 | 40 | 20 | 20 |
Profitability (%) | 83.5294 | 80.9524 | 86.0465 | 52.9412 | 52.381 | 53.4884 |
Ratio Avg Win / Avg Loss | 0.1099 | 0.4587 | 0.0503 | 0.9077 | 1.8428 | 0.4564 |
Largest Winning Trade | 55797 | 55797 | 43830 | 4469258 | 4469258 | 922197 |
Largest Losing Trade | -507489 | -84832 | -507489 | -2782293 | -684195 | -2782293 |
Avg Bars in Trades | 46 | 54 | 39 | 46 | 54 | 39 |
Avg Bars in Winners | 13 | 15 | 11 | 56 | 76 | 36 |
Avg Bars in Losers | 216 | 221 | 210 | 36 | 30 | 42 |
Bars Traded | 3987 | 2300 | 1686 | 3987 | 2300 | 1686 |
Profit Streak | 143.9096 | 143.9096 | 297.9096 | 143.9096 | 143.9096 | 297.9096 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574564 | -179439 | -574839 | -442699 | 474254 | -578863 |
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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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