Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1199243.8686 | 471.4952 | -1199715.3638 | -1676691.4314 | -5926949.4703 | 4250258.0389 |
Total P&L (%) | -1199.2439 | 0.4715 | -1199.7154 | -1676.6914 | -5926.9495 | 4250.258 |
Avg Daily Profit (%) | -0.6585 | 0.0003 | -0.6588 | 0 | 0 | 0.2074 |
Buy And Hold Return (%) | 672.473 | 672.473 | 672.473 | 672.473 | 672.473 | 672.473 |
Max Trade Drawdown | -1300401 | -159694 | -1241891 | -13781240 | -9726604 | -4318299 |
Profit Factor | 0.3344 | 1.0014 | 0.187 | 0.9272 | 0.5661 | 1.4538 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 47 | 23 | 24 | 32 | 14 | 18 |
Losing Trades | 26 | 14 | 12 | 41 | 23 | 18 |
Profitability (%) | 64.3836 | 62.1622 | 66.6667 | 43.8356 | 37.8378 | 50 |
Ratio Avg Win / Avg Loss | 0.185 | 0.6096 | 0.0935 | 1.1879 | 0.93 | 1.4538 |
Largest Winning Trade | 37892 | 37892 | 29585 | 7687474 | 2097520 | 7687474 |
Largest Losing Trade | -658319 | -72976 | -658319 | -8291311 | -8291311 | -3507091 |
Avg Bars in Trades | 292 | 302 | 282 | 292 | 302 | 282 |
Avg Bars in Winners | 156 | 138 | 174 | 318 | 358 | 287 |
Avg Bars in Losers | 537 | 571 | 498 | 272 | 267 | 278 |
Bars Traded | 21361 | 11182 | 10179 | 21361 | 11182 | 10179 |
Profit Streak | 44.2607 | 71.0107 | 44.2607 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -653370 | -575884 | -577632 | -657786 | -585502 | 312103 |
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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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