Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1234358.4355 | 30011.4432 | -1264369.8787 | 4523640.6416 | 382969.946 | 4140670.6956 |
Total P&L (%) | -1234.3584 | 30.0114 | -1264.3699 | 4523.6406 | 382.9699 | 4140.6707 |
Avg Daily Profit (%) | -0.547 | 0.0133 | -0.5603 | 0.17 | 0.0698 | 0.1662 |
Buy And Hold Return (%) | 289.2857 | 289.2857 | 289.2857 | 289.2857 | 289.2857 | 289.2857 |
Max Trade Drawdown | -1414529 | -27413 | -1447199 | -5647983 | -1685522 | -5816376 |
Profit Factor | 0.2927 | 1.2319 | 0.2174 | 1.2793 | 1.0777 | 1.3675 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 42 | 21 | 21 | 42 | 20 | 22 |
Losing Trades | 37 | 19 | 18 | 37 | 20 | 17 |
Profitability (%) | 53.1646 | 52.5 | 53.8462 | 53.1646 | 50 | 56.4103 |
Ratio Avg Win / Avg Loss | 0.2578 | 1.1145 | 0.1864 | 1.127 | 1.0777 | 1.0567 |
Largest Winning Trade | 46072 | 40075 | 46072 | 3757274 | 1382540 | 3757274 |
Largest Losing Trade | -1131649 | -21374 | -1131649 | -3103716 | -932086 | -3103716 |
Avg Bars in Trades | 80 | 14 | 148 | 80 | 14 | 148 |
Avg Bars in Winners | 50 | 16 | 85 | 67 | 15 | 115 |
Avg Bars in Losers | 114 | 13 | 221 | 95 | 14 | 190 |
Bars Traded | 6372 | 585 | 5787 | 6372 | 585 | 5787 |
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 | -611645 | -340554 | -580258 | -23128 | -299481 | 327487 |
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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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