Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -840796.5197 | 163211.7944 | -1004008.3141 | 2903138.0461 | -5755094.8521 | 8658232.8982 |
Total P&L (%) | -840.7965 | 163.2118 | -1004.0083 | 2903.138 | -5755.0949 | 8658.2329 |
Avg Daily Profit (%) | -0.3715 | 0.0721 | -0.4436 | 0.1504 | 0 | 0.1978 |
Buy And Hold Return (%) | 542.3324 | 542.3324 | 542.3324 | 542.3324 | 542.3324 | 542.3324 |
Max Trade Drawdown | -1048386 | -77793 | -1118203 | -22571502 | -18434944 | -17481155 |
Profit Factor | 0.4262 | 1.9094 | 0.2192 | 1.0645 | 0.7599 | 1.411 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 49 | 22 | 27 | 43 | 17 | 26 |
Losing Trades | 24 | 14 | 10 | 30 | 19 | 11 |
Profitability (%) | 67.1233 | 61.1111 | 72.973 | 58.9041 | 47.2222 | 70.2703 |
Ratio Avg Win / Avg Loss | 0.2088 | 1.2151 | 0.0812 | 0.7427 | 0.8492 | 0.597 |
Largest Winning Trade | 74729 | 74729 | 36872 | 5289039 | 5289039 | 4905530 |
Largest Losing Trade | -906215 | -38116 | -906215 | -17207770 | -7893667 | -17207770 |
Avg Bars in Trades | 98 | 104 | 93 | 98 | 104 | 93 |
Avg Bars in Winners | 41 | 30 | 49 | 53 | 34 | 66 |
Avg Bars in Losers | 216 | 221 | 210 | 163 | 167 | 156 |
Bars Traded | 7213 | 3769 | 3444 | 7213 | 3769 | 3444 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -654558 | -258479 | -577794 | -219606 | -581860 | 350917 |
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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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