Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1029570.3553 | 175085.5881 | -1204655.9434 | 465510.8276 | -6686045.7046 | 7151556.5322 |
Total P&L (%) | -1029.5704 | 175.0856 | -1204.6559 | 465.5108 | -6686.0457 | 7151.5565 |
Avg Daily Profit (%) | -0.5242 | 0.0891 | -0.6134 | 0.0883 | 0 | 0.2184 |
Buy And Hold Return (%) | 1662.1923 | 1662.1923 | 1662.1923 | 1662.1923 | 1662.1923 | 1662.1923 |
Max Trade Drawdown | -1394183 | -83233 | -1355424 | -11868390 | -7458891 | -6876784 |
Profit Factor | 0.4149 | 1.6927 | 0.2005 | 1.0192 | 0.3811 | 1.5295 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 45 | 22 | 23 | 47 | 23 | 24 |
Losing Trades | 27 | 14 | 13 | 25 | 13 | 12 |
Profitability (%) | 62.5 | 61.1111 | 63.8889 | 65.2778 | 63.8889 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.2489 | 1.0771 | 0.1133 | 0.5421 | 0.2154 | 0.7648 |
Largest Winning Trade | 94402 | 94402 | 60509 | 18055795 | 1828460 | 18055795 |
Largest Losing Trade | -907720 | -67522 | -907720 | -6548202 | -4380772 | -6548202 |
Avg Bars in Trades | 52 | 53 | 52 | 52 | 53 | 52 |
Avg Bars in Winners | 31 | 32 | 29 | 32 | 31 | 33 |
Avg Bars in Losers | 88 | 85 | 93 | 90 | 90 | 90 |
Bars Traded | 3801 | 1914 | 1887 | 3801 | 1914 | 1887 |
Profit Streak | 428.6168 | 428.6168 | 550.1168 | 428.6168 | 428.6168 | 550.1168 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -661318 | -235602 | -577645 | -522220 | -578394 | 343942 |
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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) |
---|