Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1211645.0068 | -87929.0341 | -1123715.9727 | -25365.8165 | -3544793.3924 | 3519427.5759 |
Total P&L (%) | -1211.645 | -87.929 | -1123.716 | -25.3658 | -3544.7934 | 3519.4276 |
Avg Daily Profit (%) | -0.653 | -0.0474 | -0.6056 | -0.0158 | 0 | 0.1936 |
Buy And Hold Return (%) | 81.3899 | 81.3899 | 81.3899 | 81.3899 | 81.3899 | 81.3899 |
Max Trade Drawdown | -1190699 | -188130 | -1120561 | -2899158 | -3547233 | -1103638 |
Profit Factor | 0.2995 | 0.7255 | 0.2027 | 0.9966 | 0.261 | 2.3659 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 37 | 14 | 23 | 35 | 12 | 23 |
Losing Trades | 40 | 24 | 16 | 42 | 26 | 16 |
Profitability (%) | 48.0519 | 36.8421 | 58.9744 | 45.4545 | 31.5789 | 58.9744 |
Ratio Avg Win / Avg Loss | 0.3238 | 1.2438 | 0.141 | 1.1959 | 0.5656 | 1.6458 |
Largest Winning Trade | 84141 | 84141 | 48637 | 3641099 | 691120 | 3641099 |
Largest Losing Trade | -945892 | -57469 | -945892 | -1703843 | -1703843 | -803071 |
Avg Bars in Trades | 45 | 55 | 35 | 45 | 55 | 35 |
Avg Bars in Winners | 26 | 35 | 21 | 35 | 43 | 31 |
Avg Bars in Losers | 63 | 68 | 55 | 54 | 61 | 41 |
Bars Traded | 3523 | 2125 | 1398 | 3523 | 2125 | 1398 |
Profit Streak | 5.2939 | 0 | 39.7939 | 5.2939 | 0 | 39.7939 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -627102 | -584215 | -578606 | -626445 | -587928 | 527799 |
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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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