Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1502721.865 | -61683.5826 | -1441038.2825 | -54968.8895 | 7124351.3513 | -7179320.2407 |
Total P&L (%) | -1502.7219 | -61.6836 | -1441.0383 | -54.9689 | 7124.3514 | -7179.3202 |
Avg Daily Profit (%) | -0.804 | -0.033 | -0.771 | -0.0427 | 0.2293 | 0 |
Buy And Hold Return (%) | 552.4348 | 552.4348 | 552.4348 | 552.4348 | 552.4348 | 552.4348 |
Max Trade Drawdown | -1755222 | -297720 | -1468459 | -6781940 | -756923 | -8532964 |
Profit Factor | 0.2911 | 0.8448 | 0.1634 | 0.9951 | 7.9873 | 0.3028 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 33 | 13 | 20 | 39 | 22 | 17 |
Losing Trades | 40 | 24 | 16 | 34 | 15 | 19 |
Profitability (%) | 45.2055 | 35.1351 | 55.5556 | 53.4247 | 59.4595 | 47.2222 |
Ratio Avg Win / Avg Loss | 0.3529 | 1.5596 | 0.1308 | 0.8676 | 5.4459 | 0.3384 |
Largest Winning Trade | 191973 | 191973 | 30423 | 3026144 | 3026144 | 852033 |
Largest Losing Trade | -763904 | -49710 | -763904 | -4730676 | -756923 | -4730676 |
Avg Bars in Trades | 72 | 48 | 96 | 72 | 48 | 96 |
Avg Bars in Winners | 51 | 21 | 71 | 85 | 60 | 117 |
Avg Bars in Losers | 89 | 63 | 128 | 57 | 30 | 78 |
Bars Traded | 5281 | 1793 | 3488 | 5281 | 1793 | 3488 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -658920 | -583775 | -580059 | -656333 | 649722 | -581860 |
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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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