Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1165616.8156 | 75936.9658 | -1241553.7814 | -3710312.4671 | -7534321.4234 | 3824008.9563 |
Total P&L (%) | -1165.6168 | 75.937 | -1241.5538 | -3710.3125 | -7534.3214 | 3824.009 |
Avg Daily Profit (%) | -0.6409 | 0.0418 | -0.6827 | 0 | 0 | 0.202 |
Buy And Hold Return (%) | 611.9094 | 611.9094 | 611.9094 | 611.9094 | 611.9094 | 611.9094 |
Max Trade Drawdown | -1303489 | -113015 | -1311696 | -19005658 | -12591945 | -7402081 |
Profit Factor | 0.3875 | 1.2457 | 0.2212 | 0.9004 | 0.6193 | 1.2188 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 44 | 21 | 23 | 37 | 17 | 20 |
Losing Trades | 30 | 16 | 14 | 37 | 20 | 17 |
Profitability (%) | 59.4595 | 56.7568 | 62.1622 | 50 | 45.9459 | 54.0541 |
Ratio Avg Win / Avg Loss | 0.2642 | 0.9491 | 0.1346 | 0.9004 | 0.7286 | 1.036 |
Largest Winning Trade | 50050 | 50050 | 44937 | 10176565 | 1894130 | 10176565 |
Largest Losing Trade | -887589 | -68681 | -887589 | -8130959 | -8130959 | -6469211 |
Avg Bars in Trades | 140 | 149 | 132 | 140 | 149 | 132 |
Avg Bars in Winners | 93 | 91 | 96 | 133 | 142 | 124 |
Avg Bars in Losers | 209 | 225 | 191 | 148 | 154 | 140 |
Bars Traded | 10410 | 5519 | 4891 | 10410 | 5519 | 4891 |
Profit Streak | 0 | 0 | 0 | 23.9579 | 23.9579 | 83.9579 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -648051 | -303945 | -579195 | -648524 | -581804 | 310839 |
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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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