Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -930074.3216 | 103454.6667 | -1033528.9883 | -2458945.9666 | -12741684.3495 | 10282738.3829 |
Total P&L (%) | -930.0743 | 103.4547 | -1033.529 | -2458.946 | -12741.6844 | 10282.7384 |
Avg Daily Profit (%) | -0.5087 | 0.0566 | -0.5653 | 0 | 0 | 0.2543 |
Buy And Hold Return (%) | 777.8606 | 777.8606 | 777.8606 | 777.8606 | 777.8606 | 777.8606 |
Max Trade Drawdown | -1088358 | -167679 | -1115529 | -25942941 | -19434997 | -7760449 |
Profit Factor | 0.4413 | 1.3624 | 0.2507 | 0.9428 | 0.4904 | 1.5727 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 45 | 24 | 21 | 36 | 18 | 18 |
Losing Trades | 27 | 12 | 15 | 36 | 18 | 18 |
Profitability (%) | 62.5 | 66.6667 | 58.3333 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 0.2648 | 0.6812 | 0.1791 | 0.9428 | 0.4904 | 1.5727 |
Largest Winning Trade | 91331 | 91331 | 53223 | 16972811 | 3707894 | 16972811 |
Largest Losing Trade | -609535 | -76192 | -609535 | -17182168 | -17182168 | -4099362 |
Avg Bars in Trades | 98 | 104 | 93 | 98 | 104 | 93 |
Avg Bars in Winners | 55 | 58 | 51 | 99 | 103 | 95 |
Avg Bars in Losers | 171 | 196 | 150 | 98 | 106 | 90 |
Bars Traded | 7116 | 3765 | 3351 | 7116 | 3765 | 3351 |
Profit Streak | 0 | 0 | 22.3886 | 20.1386 | 20.6386 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -662657 | -282177 | -579151 | -664000 | -580226 | 408998 |
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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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