Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -927874.2536 | 87159.7918 | -1015034.0453 | -1042634.7301 | -6526644.7181 | 5484009.988 |
Total P&L (%) | -927.8743 | 87.1598 | -1015.034 | -1042.6347 | -6526.6447 | 5484.01 |
Avg Daily Profit (%) | -0.5076 | 0.0477 | -0.5553 | 0 | 0 | 0.2203 |
Buy And Hold Return (%) | 837.6552 | 837.6552 | 837.6552 | 837.6552 | 837.6552 | 837.6552 |
Max Trade Drawdown | -1073169 | -147045 | -1078127 | -11751706 | -8791276 | -3652331 |
Profit Factor | 0.4377 | 1.2886 | 0.2471 | 0.9535 | 0.453 | 1.5225 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 45 | 24 | 21 | 36 | 18 | 18 |
Losing Trades | 29 | 13 | 16 | 38 | 19 | 19 |
Profitability (%) | 60.8108 | 64.8649 | 56.7568 | 48.6486 | 48.6486 | 48.6486 |
Ratio Avg Win / Avg Loss | 0.2821 | 0.698 | 0.1882 | 1.0065 | 0.4782 | 1.6071 |
Largest Winning Trade | 70002 | 70002 | 50243 | 10986672 | 1504525 | 10986672 |
Largest Losing Trade | -524223 | -79599 | -524223 | -8037728 | -8037728 | -3652331 |
Avg Bars in Trades | 94 | 100 | 88 | 94 | 100 | 88 |
Avg Bars in Winners | 56 | 59 | 52 | 100 | 107 | 92 |
Avg Bars in Losers | 154 | 176 | 136 | 89 | 93 | 85 |
Bars Traded | 6999 | 3710 | 3289 | 6999 | 3710 | 3289 |
Profit Streak | 0 | 0 | 0 | 35.5351 | 35.5351 | 170.2851 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -647876 | -294730 | -579896 | -647423 | -580755 | 406740 |
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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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