Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -471033.0841 | 125626.1303 | -596659.2144 | 6423723.713 | -5540019.4844 | 11963743.1973 |
Total P&L (%) | -471.0331 | 125.6261 | -596.6592 | 6423.7237 | -5540.0195 | 11963.7432 |
Avg Daily Profit (%) | -0.2488 | 0.0664 | -0.3152 | 0.221 | 0 | 0.2535 |
Buy And Hold Return (%) | 184.5387 | 184.5387 | 184.5387 | 184.5387 | 184.5387 | 184.5387 |
Max Trade Drawdown | -674746 | -106493 | -747524 | -6424309 | -7391084 | -1897038 |
Profit Factor | 0.517 | 1.8654 | 0.2812 | 1.5613 | 0.3777 | 5.7064 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 59 | 27 | 32 | 47 | 21 | 26 |
Losing Trades | 15 | 10 | 5 | 27 | 16 | 11 |
Profitability (%) | 79.7297 | 72.973 | 86.4865 | 63.5135 | 56.7568 | 70.2703 |
Ratio Avg Win / Avg Loss | 0.1314 | 0.6909 | 0.0439 | 0.8969 | 0.2878 | 2.4142 |
Largest Winning Trade | 112763 | 112763 | 26685 | 9357081 | 680830 | 9357081 |
Largest Losing Trade | -473441 | -74271 | -473441 | -5995186 | -5995186 | -823317 |
Avg Bars in Trades | 48 | 53 | 42 | 48 | 53 | 42 |
Avg Bars in Winners | 18 | 19 | 18 | 25 | 17 | 31 |
Avg Bars in Losers | 163 | 147 | 197 | 88 | 101 | 69 |
Bars Traded | 3567 | 1990 | 1577 | 3567 | 1990 | 1577 |
Profit Streak | 71.9043 | 100.9043 | 71.9043 | 71.9043 | 100.9043 | 71.9043 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -643997 | -264996 | -575285 | -57090 | -578540 | 734693 |
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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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