Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1049387.2382 | 63949.5745 | -1113336.8126 | -2146964.0406 | -8433727.3961 | 6286763.3555 |
Total P&L (%) | -1049.3872 | 63.9496 | -1113.3368 | -2146.964 | -8433.7274 | 6286.7634 |
Avg Daily Profit (%) | -0.5758 | 0.0351 | -0.6109 | 0 | 0 | 0.2284 |
Buy And Hold Return (%) | 696.7239 | 696.7239 | 696.7239 | 696.7239 | 696.7239 | 696.7239 |
Max Trade Drawdown | -1214288 | -150399 | -1205302 | -16874587 | -12581074 | -5942589 |
Profit Factor | 0.3918 | 1.2215 | 0.2251 | 0.9289 | 0.5056 | 1.4791 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 49 | 26 | 23 | 36 | 17 | 19 |
Losing Trades | 25 | 11 | 14 | 38 | 20 | 18 |
Profitability (%) | 66.2162 | 70.2703 | 62.1622 | 48.6486 | 45.9459 | 51.3514 |
Ratio Avg Win / Avg Loss | 0.1999 | 0.5168 | 0.137 | 0.9805 | 0.5948 | 1.4012 |
Largest Winning Trade | 45492 | 45073 | 45492 | 12169796 | 2434030 | 12169796 |
Largest Losing Trade | -657891 | -78110 | -657891 | -10926590 | -10926590 | -2918404 |
Avg Bars in Trades | 144 | 152 | 136 | 144 | 152 | 136 |
Avg Bars in Winners | 83 | 90 | 74 | 138 | 148 | 129 |
Avg Bars in Losers | 262 | 296 | 236 | 149 | 154 | 142 |
Bars Traded | 10660 | 5626 | 5034 | 10660 | 5626 | 5034 |
Profit Streak | 17.7415 | 70.0748 | 0 | 0 | 0 | 110.4081 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -646609 | -310256 | -579195 | -650081 | -582349 | 381487 |
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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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