Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1142502.808 | 131902.9342 | -1274405.7421 | 6913246.7144 | -351762.6642 | 7265009.3786 |
Total P&L (%) | -1142.5028 | 131.9029 | -1274.4057 | 6913.2467 | -351.7627 | 7265.0094 |
Avg Daily Profit (%) | -0.5049 | 0.0583 | -0.5631 | 0.188 | 0 | 0.1902 |
Buy And Hold Return (%) | 518.4441 | 518.4441 | 518.4441 | 518.4441 | 518.4441 | 518.4441 |
Max Trade Drawdown | -1388288 | -66177 | -1414636 | -7245390 | -7014908 | -4256145 |
Profit Factor | 0.2911 | 2.1289 | 0.1475 | 1.4329 | 0.9656 | 2.2624 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 68 | 34 | 34 | 66 | 32 | 34 |
Losing Trades | 9 | 4 | 5 | 11 | 6 | 5 |
Profitability (%) | 88.3117 | 89.4737 | 87.1795 | 85.7143 | 84.2105 | 87.1795 |
Ratio Avg Win / Avg Loss | 0.0385 | 0.2505 | 0.0217 | 0.2388 | 0.181 | 0.3327 |
Largest Winning Trade | 22035 | 22035 | 18063 | 3649099 | 854601 | 3649099 |
Largest Losing Trade | -1240808 | -63147 | -1240808 | -6683650 | -6683650 | -4256145 |
Avg Bars in Trades | 46 | 49 | 44 | 46 | 49 | 44 |
Avg Bars in Winners | 14 | 11 | 16 | 21 | 12 | 30 |
Avg Bars in Losers | 293 | 365 | 235 | 198 | 245 | 141 |
Bars Traded | 3603 | 1864 | 1739 | 3603 | 1864 | 1739 |
Profit Streak | 324.452 | 324.452 | 480.952 | 324.452 | 324.452 | 480.952 |
Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -620612 | -273408 | -574780 | -32923 | -575101 | 557276 |
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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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