Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -973381.2823 | 84294.0557 | -1057675.3379 | 1590305.0698 | -11091215.7862 | 12681520.8559 |
Total P&L (%) | -973.3813 | 84.2941 | -1057.6753 | 1590.3051 | -11091.2158 | 12681.5209 |
Avg Daily Profit (%) | -0.4307 | 0.0373 | -0.468 | 0.1252 | 0 | 0.2149 |
Buy And Hold Return (%) | 516.2843 | 516.2843 | 516.2843 | 516.2843 | 516.2843 | 516.2843 |
Max Trade Drawdown | -1098844 | -116989 | -1141907 | -14679968 | -13704194 | -2891418 |
Profit Factor | 0.3773 | 1.312 | 0.1819 | 1.0627 | 0.449 | 3.4307 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 54 | 26 | 28 | 46 | 22 | 24 |
Losing Trades | 19 | 10 | 9 | 27 | 14 | 13 |
Profitability (%) | 73.9726 | 72.2222 | 75.6757 | 63.0137 | 61.1111 | 64.8649 |
Ratio Avg Win / Avg Loss | 0.1327 | 0.5046 | 0.0585 | 0.6238 | 0.2857 | 1.8583 |
Largest Winning Trade | 69903 | 69903 | 36997 | 9752762 | 4686126 | 9752762 |
Largest Losing Trade | -746727 | -57974 | -746727 | -8704735 | -8704735 | -1822413 |
Avg Bars in Trades | 55 | 68 | 42 | 55 | 68 | 42 |
Avg Bars in Winners | 20 | 25 | 16 | 24 | 23 | 25 |
Avg Bars in Losers | 153 | 182 | 122 | 107 | 139 | 73 |
Bars Traded | 4037 | 2474 | 1563 | 4037 | 2474 | 1563 |
Profit Streak | 75.9382 | 75.9382 | 283.4382 | 75.9382 | 75.9382 | 283.4382 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -652201 | -306519 | -576030 | -254531 | -578374 | 650604 |
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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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