Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1233613.406 | 61024.5541 | -1294637.9601 | 4856623.4307 | -14858372.4294 | 19714995.8602 |
Total P&L (%) | -1233.6134 | 61.0246 | -1294.638 | 4856.6234 | -14858.3724 | 19714.9959 |
Avg Daily Profit (%) | -0.5446 | 0.0269 | -0.5716 | 0.1725 | 0 | 0.2338 |
Buy And Hold Return (%) | 304.7059 | 304.7059 | 304.7059 | 304.7059 | 304.7059 | 304.7059 |
Max Trade Drawdown | -1355606 | -91252 | -1387456 | -23765250 | -19906122 | -11700183 |
Profit Factor | 0.3025 | 1.2607 | 0.1563 | 1.086 | 0.6082 | 2.062 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 52 | 24 | 28 | 46 | 21 | 25 |
Losing Trades | 19 | 11 | 8 | 25 | 14 | 11 |
Profitability (%) | 73.2394 | 68.5714 | 77.7778 | 64.7887 | 60 | 69.4444 |
Ratio Avg Win / Avg Loss | 0.1105 | 0.5778 | 0.0447 | 0.5902 | 0.4055 | 0.9073 |
Largest Winning Trade | 37829 | 37829 | 28644 | 12720689 | 5103925 | 12720689 |
Largest Losing Trade | -1060974 | -46183 | -1060974 | -8997207 | -8997207 | -7935150 |
Avg Bars in Trades | 170 | 199 | 142 | 170 | 199 | 142 |
Avg Bars in Winners | 75 | 70 | 80 | 94 | 82 | 104 |
Avg Bars in Losers | 429 | 481 | 358 | 310 | 375 | 228 |
Bars Traded | 12097 | 6982 | 5115 | 12097 | 6982 | 5115 |
Profit Streak | 82.2857 | 82.2857 | 279.619 | 82.2857 | 82.2857 | 279.619 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -667399 | -321528 | -575786 | -207540 | -578933 | 481680 |
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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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