Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1238114.3408 | 2616.2567 | -1240730.5974 | 2269998.6204 | -296771.4113 | 2566770.0317 |
Total P&L (%) | -1238.1143 | 2.6163 | -1240.7306 | 2269.9986 | -296.7714 | 2566.77 |
Avg Daily Profit (%) | -0.6434 | 0.0014 | -0.6448 | 0.1646 | 0 | 0.1708 |
Buy And Hold Return (%) | 111.3525 | 111.3525 | 111.3525 | 111.3525 | 111.3525 | 111.3525 |
Max Trade Drawdown | -1343501 | -20809 | -1340014 | -5619721 | -837312 | -5107893 |
Profit Factor | 0.2918 | 1.0404 | 0.263 | 1.2268 | 0.8085 | 1.3035 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 44 | 20 | 24 | 38 | 21 | 17 |
Losing Trades | 31 | 18 | 13 | 37 | 17 | 20 |
Profitability (%) | 58.6667 | 52.6316 | 64.8649 | 50.6667 | 55.2632 | 45.9459 |
Ratio Avg Win / Avg Loss | 0.2056 | 0.9363 | 0.1425 | 1.1946 | 0.6545 | 1.5335 |
Largest Winning Trade | 48870 | 10650 | 48870 | 3023596 | 391193 | 3023596 |
Largest Losing Trade | -1259995 | -9823 | -1259995 | -1250004 | -254971 | -1250004 |
Avg Bars in Trades | 147 | 6 | 292 | 147 | 6 | 292 |
Avg Bars in Winners | 111 | 6 | 199 | 143 | 5 | 314 |
Avg Bars in Losers | 198 | 6 | 464 | 151 | 7 | 274 |
Bars Traded | 11074 | 238 | 10836 | 11074 | 238 | 10836 |
Profit Streak | 116.897 | 116.897 | 245.0637 | 116.897 | 116.897 | 245.0637 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -639266 | -532958 | -577468 | -52431 | -578846 | 317156 |
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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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