Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -943408.4876 | 48410.7265 | -991819.2141 | -545567.4198 | -5491996.1127 | 4946428.6929 |
Total P&L (%) | -943.4085 | 48.4107 | -991.8192 | -545.5674 | -5491.9961 | 4946.4287 |
Avg Daily Profit (%) | -0.5165 | 0.0265 | -0.543 | 0 | 0 | 0.2149 |
Buy And Hold Return (%) | 715.5529 | 715.5529 | 715.5529 | 715.5529 | 715.5529 | 715.5529 |
Max Trade Drawdown | -1031867 | -188300 | -1036050 | -14322396 | -11058420 | -3263976 |
Profit Factor | 0.4207 | 1.1577 | 0.2495 | 0.9766 | 0.6182 | 1.552 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 43 | 21 | 22 | 38 | 20 | 18 |
Losing Trades | 31 | 16 | 15 | 36 | 17 | 19 |
Profitability (%) | 58.1081 | 56.7568 | 59.4595 | 51.3514 | 54.0541 | 48.6486 |
Ratio Avg Win / Avg Loss | 0.3033 | 0.8821 | 0.1701 | 0.9252 | 0.5254 | 1.6382 |
Largest Winning Trade | 68710 | 68710 | 37994 | 6839569 | 2129675 | 6839569 |
Largest Losing Trade | -577547 | -77069 | -577547 | -10072323 | -10072323 | -1906627 |
Avg Bars in Trades | 142 | 143 | 141 | 142 | 143 | 141 |
Avg Bars in Winners | 80 | 86 | 74 | 120 | 130 | 109 |
Avg Bars in Losers | 228 | 218 | 240 | 165 | 158 | 172 |
Bars Traded | 10538 | 5302 | 5236 | 10538 | 5302 | 5236 |
Profit Streak | 0 | 0 | 0 | 115.5258 | 153.3592 | 115.5258 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -648226 | -371060 | -579546 | -648027 | -579283 | 391872 |
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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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