Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1713702.1691 | -86213.1745 | -1627488.9945 | 825870.5958 | -5734312.674 | 6560183.2698 |
Total P&L (%) | -1713.7022 | -86.2132 | -1627.489 | 825.8706 | -5734.3127 | 6560.1833 |
Avg Daily Profit (%) | -0.7557 | -0.038 | -0.7177 | 0.0982 | 0 | 0.1853 |
Buy And Hold Return (%) | 418.5452 | 418.5452 | 418.5452 | 418.5452 | 418.5452 | 418.5452 |
Max Trade Drawdown | -1800168 | -137023 | -1704746 | -6017728 | -5840406 | -2912477 |
Profit Factor | 0.1778 | 0.6449 | 0.1162 | 1.0634 | 0.3001 | 2.3584 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 38 | 16 | 22 | 36 | 14 | 22 |
Losing Trades | 37 | 21 | 16 | 39 | 23 | 16 |
Profitability (%) | 50.6667 | 43.2432 | 57.8947 | 48 | 37.8378 | 57.8947 |
Ratio Avg Win / Avg Loss | 0.1731 | 0.8465 | 0.0845 | 1.152 | 0.4931 | 1.7152 |
Largest Winning Trade | 30812 | 26049 | 30812 | 6770586 | 953050 | 6770586 |
Largest Losing Trade | -1306717 | -46610 | -1306717 | -3044734 | -3044734 | -1622656 |
Avg Bars in Trades | 85 | 62 | 109 | 85 | 62 | 109 |
Avg Bars in Winners | 52 | 29 | 68 | 71 | 30 | 98 |
Avg Bars in Losers | 120 | 86 | 164 | 98 | 81 | 123 |
Bars Traded | 6439 | 2296 | 4143 | 6439 | 2296 | 4143 |
Profit Streak | 192.7564 | 192.7564 | 255.4231 | 192.7564 | 192.7564 | 255.4231 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -640504 | -582040 | -578366 | -279896 | -584142 | 533354 |
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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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