Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2563011.0901 | -252255.3038 | -2310755.7863 | -106353.5508 | -4932417.9041 | 4826064.3532 |
Total P&L (%) | -2563.0111 | -252.2553 | -2310.7558 | -106.3536 | -4932.4179 | 4826.0644 |
Avg Daily Profit (%) | -1.1359 | -0.1118 | -1.0241 | 0 | 0 | 0.1729 |
Buy And Hold Return (%) | 499.6425 | 499.6425 | 499.6425 | 499.6425 | 499.6425 | 499.6425 |
Max Trade Drawdown | -2594235 | -256070 | -2349598 | -6600461 | -5036605 | -1655539 |
Profit Factor | 0.1109 | 0.3131 | 0.0814 | 0.9873 | 0.0703 | 2.5643 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 31 | 13 | 18 | 39 | 19 | 20 |
Losing Trades | 43 | 24 | 19 | 35 | 18 | 17 |
Profitability (%) | 41.8919 | 35.1351 | 48.6486 | 52.7027 | 51.3514 | 54.0541 |
Ratio Avg Win / Avg Loss | 0.1538 | 0.5781 | 0.0859 | 0.8861 | 0.0666 | 2.1797 |
Largest Winning Trade | 37255 | 37255 | 33056 | 7022845 | 152194 | 7022845 |
Largest Losing Trade | -1584556 | -59045 | -1584556 | -3884955 | -3884955 | -1076680 |
Avg Bars in Trades | 85 | 75 | 95 | 85 | 75 | 95 |
Avg Bars in Winners | 50 | 45 | 54 | 72 | 68 | 77 |
Avg Bars in Losers | 110 | 91 | 133 | 99 | 83 | 116 |
Bars Traded | 6310 | 2791 | 3518 | 6310 | 2791 | 3518 |
Profit Streak | 0 | 0 | 0 | 40.6698 | 179.3365 | 40.6698 |
Trades During Streak | 0 | 0 | 0 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -652708 | -586553 | -581298 | -648217 | -579626 | 495897 |
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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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