Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -753867.5263 | 159937.7952 | -913805.3215 | -3326452.4212 | -7730109.6833 | 4403657.2621 |
Total P&L (%) | -753.8675 | 159.9378 | -913.8053 | -3326.4524 | -7730.1097 | 4403.6573 |
Avg Daily Profit (%) | -0.4128 | 0.0876 | -0.5004 | 0 | 0 | 0.2087 |
Buy And Hold Return (%) | 634.5167 | 634.5167 | 634.5167 | 634.5167 | 634.5167 | 634.5167 |
Max Trade Drawdown | -930192 | -122628 | -1000660 | -18215285 | -12843230 | -5377856 |
Profit Factor | 0.5111 | 1.557 | 0.2718 | 0.8978 | 0.5985 | 1.3315 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 43 | 22 | 21 | 34 | 15 | 19 |
Losing Trades | 29 | 14 | 15 | 38 | 21 | 17 |
Profitability (%) | 59.7222 | 61.1111 | 58.3333 | 47.2222 | 41.6667 | 52.7778 |
Ratio Avg Win / Avg Loss | 0.3447 | 0.9908 | 0.1942 | 1.0034 | 0.8379 | 1.1913 |
Largest Winning Trade | 90129 | 90129 | 39685 | 9987188 | 2733730 | 9987188 |
Largest Losing Trade | -579839 | -76934 | -579839 | -11078491 | -11078491 | -3887144 |
Avg Bars in Trades | 293 | 310 | 276 | 293 | 310 | 276 |
Avg Bars in Winners | 184 | 195 | 173 | 303 | 331 | 281 |
Avg Bars in Losers | 454 | 490 | 420 | 284 | 295 | 270 |
Bars Traded | 21119 | 11170 | 9949 | 21119 | 11170 | 9949 |
Profit Streak | 43.5246 | 180.3579 | 0 | 0 | 0 | 109.8579 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -662464 | -238994 | -579699 | -663969 | -584020 | 333684 |
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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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