Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1205723.5644 | 181917.0853 | -1387640.6498 | 1416727.5936 | -11723382.5957 | 13140110.1893 |
Total P&L (%) | -1205.7236 | 181.9171 | -1387.6407 | 1416.7276 | -11723.3826 | 13140.1102 |
Avg Daily Profit (%) | -0.6142 | 0.0927 | -0.7069 | 0.1386 | 0 | 0.2492 |
Buy And Hold Return (%) | 1615.1899 | 1615.1899 | 1615.1899 | 1615.1899 | 1615.1899 | 1615.1899 |
Max Trade Drawdown | -1520979 | -82038 | -1531112 | -13898154 | -12316032 | -9279368 |
Profit Factor | 0.3826 | 1.7639 | 0.1908 | 1.0431 | 0.2554 | 1.7658 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 48 | 25 | 23 | 46 | 23 | 23 |
Losing Trades | 24 | 11 | 13 | 26 | 13 | 13 |
Profitability (%) | 66.6667 | 69.4444 | 63.8889 | 63.8889 | 63.8889 | 63.8889 |
Ratio Avg Win / Avg Loss | 0.1913 | 0.7761 | 0.1078 | 0.5896 | 0.1444 | 0.9981 |
Largest Winning Trade | 60634 | 59091 | 60634 | 25408368 | 1224618 | 25408368 |
Largest Losing Trade | -1257860 | -64228 | -1257860 | -8153940 | -6211271 | -8153940 |
Avg Bars in Trades | 158 | 162 | 154 | 158 | 162 | 154 |
Avg Bars in Winners | 93 | 99 | 86 | 100 | 105 | 95 |
Avg Bars in Losers | 289 | 307 | 274 | 262 | 265 | 259 |
Bars Traded | 11421 | 5865 | 5556 | 11421 | 5865 | 5556 |
Profit Streak | 431.8316 | 431.8316 | 553.6649 | 431.8316 | 431.8316 | 553.6649 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -660778 | -231349 | -577645 | -428536 | -578394 | 437819 |
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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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