Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4444130.9695 | -74193.6286 | -4369937.3408 | -382442.5413 | 4343971.8081 | -4726414.3493 |
Total P&L (%) | -4444.131 | -74.1936 | -4369.9373 | -382.4425 | 4343.9718 | -4726.4143 |
Avg Daily Profit (%) | -2.0097 | -0.0336 | -1.9762 | 0 | 0.1717 | 0 |
Buy And Hold Return (%) | 118.3717 | 118.3717 | 118.3717 | 118.3717 | 118.3717 | 118.3717 |
Max Trade Drawdown | -4575744 | -159261 | -4452994 | -5046775 | -732373 | -5529269 |
Profit Factor | 0.0931 | 0.7519 | 0.0502 | 0.9522 | 3.9054 | 0.2733 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 53 | 26 | 27 | 27 | 15 | 12 |
Losing Trades | 19 | 10 | 9 | 45 | 21 | 24 |
Profitability (%) | 73.6111 | 72.2222 | 75 | 37.5 | 41.6667 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.0334 | 0.2892 | 0.0167 | 1.587 | 5.4676 | 0.5465 |
Largest Winning Trade | 28697 | 28697 | 25184 | 2301571 | 2301571 | 1058267 |
Largest Losing Trade | -4375679 | -46974 | -4375679 | -5014252 | -732373 | -5014252 |
Avg Bars in Trades | 88 | 94 | 81 | 88 | 94 | 81 |
Avg Bars in Winners | 38 | 39 | 37 | 146 | 170 | 117 |
Avg Bars in Losers | 227 | 238 | 214 | 52 | 40 | 63 |
Bars Traded | 6339 | 3405 | 2934 | 6339 | 3405 | 2934 |
Profit Streak | 139.3322 | 139.3322 | 260.3322 | 0 | 0 | 0 |
Trades During Streak | 15 | 7 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -659526 | -576420 | -576075 | -666638 | 415636 | -587261 |
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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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