Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -921192.4051 | 58012.9398 | -979205.3449 | -1998133.1639 | -6764783.4356 | 4766650.2717 |
Total P&L (%) | -921.1924 | 58.0129 | -979.2053 | -1998.1332 | -6764.7834 | 4766.6503 |
Avg Daily Profit (%) | -0.5068 | 0.0319 | -0.5387 | 0 | 0 | 0.2139 |
Buy And Hold Return (%) | 640.2639 | 640.2639 | 640.2639 | 640.2639 | 640.2639 | 640.2639 |
Max Trade Drawdown | -1009331 | -151040 | -1028298 | -19386801 | -13994439 | -5877523 |
Profit Factor | 0.4077 | 1.2089 | 0.2335 | 0.9306 | 0.616 | 1.4267 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 45 | 24 | 21 | 38 | 19 | 19 |
Losing Trades | 26 | 12 | 14 | 33 | 17 | 16 |
Profitability (%) | 63.3803 | 66.6667 | 60 | 53.5211 | 52.7778 | 54.2857 |
Ratio Avg Win / Avg Loss | 0.2356 | 0.6044 | 0.1557 | 0.8081 | 0.5512 | 1.2014 |
Largest Winning Trade | 50955 | 50955 | 28628 | 5963520 | 2672046 | 5963520 |
Largest Losing Trade | -493457 | -73356 | -493457 | -12200237 | -12200237 | -4504647 |
Avg Bars in Trades | 147 | 156 | 138 | 147 | 156 | 138 |
Avg Bars in Winners | 76 | 86 | 65 | 135 | 150 | 120 |
Avg Bars in Losers | 271 | 296 | 249 | 161 | 162 | 160 |
Bars Traded | 10488 | 5630 | 4858 | 10488 | 5630 | 4858 |
Profit Streak | 39.4861 | 66.1528 | 0 | 0 | 0 | 163.6528 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -669496 | -315456 | -579491 | -671321 | -580420 | 378975 |
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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) |
---|