Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -939731.252 | 80703.6006 | -1020434.8527 | -3129637.3541 | -8354041.5295 | 5224404.1754 |
Total P&L (%) | -939.7313 | 80.7036 | -1020.4349 | -3129.6374 | -8354.0415 | 5224.4042 |
Avg Daily Profit (%) | -0.5141 | 0.0441 | -0.5582 | 0 | 0 | 0.2177 |
Buy And Hold Return (%) | 751.5852 | 751.5852 | 751.5852 | 751.5852 | 751.5852 | 751.5852 |
Max Trade Drawdown | -1053022 | -146943 | -1080104 | -21709478 | -15643832 | -6929947 |
Profit Factor | 0.4252 | 1.2791 | 0.2417 | 0.9084 | 0.5806 | 1.3669 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 45 | 23 | 22 | 34 | 16 | 18 |
Losing Trades | 29 | 14 | 15 | 40 | 21 | 19 |
Profitability (%) | 60.8108 | 62.1622 | 59.4595 | 45.9459 | 43.2432 | 48.6486 |
Ratio Avg Win / Avg Loss | 0.274 | 0.7786 | 0.1648 | 1.0687 | 0.762 | 1.4428 |
Largest Winning Trade | 53504 | 53504 | 45128 | 9501488 | 2432098 | 9501488 |
Largest Losing Trade | -571675 | -74745 | -571675 | -12877301 | -12877301 | -4698748 |
Avg Bars in Trades | 47 | 51 | 44 | 47 | 51 | 44 |
Avg Bars in Winners | 27 | 31 | 23 | 46 | 53 | 41 |
Avg Bars in Losers | 79 | 84 | 74 | 48 | 49 | 46 |
Bars Traded | 3528 | 1898 | 1630 | 3528 | 1898 | 1630 |
Profit Streak | 0 | 0 | 0 | 41.0256 | 41.0256 | 114.5256 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -647876 | -299847 | -579546 | -648478 | -582850 | 327118 |
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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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