Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1072784.9042 | 60672.5953 | -1133457.4995 | 2252597.6902 | -10368360.0938 | 12620957.784 |
Total P&L (%) | -1072.7849 | 60.6726 | -1133.4575 | 2252.5977 | -10368.3601 | 12620.9578 |
Avg Daily Profit (%) | -0.4738 | 0.0268 | -0.5006 | 0.1396 | 0 | 0.2143 |
Buy And Hold Return (%) | 488.8704 | 488.8704 | 488.8704 | 488.8704 | 488.8704 | 488.8704 |
Max Trade Drawdown | -1098779 | -136414 | -1181028 | -26950689 | -24200905 | -6247177 |
Profit Factor | 0.3194 | 1.2395 | 0.1432 | 1.0516 | 0.6973 | 2.3446 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 55 | 28 | 27 | 45 | 22 | 23 |
Losing Trades | 20 | 9 | 11 | 30 | 15 | 15 |
Profitability (%) | 73.3333 | 75.6757 | 71.0526 | 60 | 59.4595 | 60.5263 |
Ratio Avg Win / Avg Loss | 0.1161 | 0.3984 | 0.0583 | 0.7011 | 0.4755 | 1.5291 |
Largest Winning Trade | 60798 | 60798 | 26559 | 7206299 | 5958014 | 7206299 |
Largest Losing Trade | -907686 | -55340 | -907686 | -9598917 | -9598917 | -4148747 |
Avg Bars in Trades | 52 | 86 | 20 | 52 | 86 | 20 |
Avg Bars in Winners | 15 | 23 | 7 | 16 | 17 | 15 |
Avg Bars in Losers | 155 | 280 | 52 | 108 | 187 | 28 |
Bars Traded | 3971 | 3192 | 779 | 3971 | 3192 | 779 |
Profit Streak | 74.0006 | 0 | 290.0006 | 74.0006 | 0 | 290.0006 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -638195 | -321470 | -577169 | -232515 | -579546 | 535270 |
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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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