Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -923434.7239 | 112175.4206 | -1035610.1445 | 298607.2616 | -4132569.6537 | 4431176.9153 |
Total P&L (%) | -923.4347 | 112.1754 | -1035.6101 | 298.6073 | -4132.5697 | 4431.1769 |
Avg Daily Profit (%) | -0.4092 | 0.0497 | -0.4589 | 0.0613 | 0 | 0.1691 |
Buy And Hold Return (%) | 313.9241 | 313.9241 | 313.9241 | 313.9241 | 313.9241 | 313.9241 |
Max Trade Drawdown | -1041686 | -96185 | -1111417 | -6098528 | -4979731 | -4894612 |
Profit Factor | 0.4017 | 1.3989 | 0.1795 | 1.0199 | 0.5401 | 1.7375 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 45 | 19 | 26 | 45 | 18 | 27 |
Losing Trades | 30 | 18 | 12 | 30 | 19 | 11 |
Profitability (%) | 60 | 51.3514 | 68.4211 | 60 | 48.6486 | 71.0526 |
Ratio Avg Win / Avg Loss | 0.2678 | 1.3253 | 0.0828 | 0.6799 | 0.5701 | 0.7079 |
Largest Winning Trade | 108001 | 108001 | 36418 | 5441460 | 1253096 | 5441460 |
Largest Losing Trade | -908106 | -52426 | -908106 | -3860120 | -3315972 | -3860120 |
Avg Bars in Trades | 85 | 92 | 78 | 85 | 92 | 78 |
Avg Bars in Winners | 51 | 51 | 51 | 54 | 47 | 59 |
Avg Bars in Losers | 136 | 135 | 137 | 132 | 135 | 127 |
Bars Traded | 6421 | 3424 | 2997 | 6421 | 3424 | 2997 |
Profit Streak | 139.7185 | 155.7185 | 139.7185 | 139.7185 | 155.7185 | 139.7185 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -639034 | -290085 | -577025 | -535402 | -579945 | 445789 |
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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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