Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -998245.7949 | 86764.6232 | -1085010.4182 | -1065142.3256 | -6787326.6784 | 5722184.3528 |
Total P&L (%) | -998.2458 | 86.7646 | -1085.0104 | -1065.1423 | -6787.3267 | 5722.1844 |
Avg Daily Profit (%) | -0.5474 | 0.0476 | -0.595 | 0 | 0 | 0.2231 |
Buy And Hold Return (%) | 720.1449 | 720.1449 | 720.1449 | 720.1449 | 720.1449 | 720.1449 |
Max Trade Drawdown | -1128823 | -147629 | -1150666 | -13583239 | -10816186 | -3251652 |
Profit Factor | 0.4174 | 1.2803 | 0.2272 | 0.9569 | 0.5305 | 1.559 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 46 | 24 | 22 | 35 | 17 | 18 |
Losing Trades | 29 | 14 | 15 | 40 | 21 | 19 |
Profitability (%) | 61.3333 | 63.1579 | 59.4595 | 46.6667 | 44.7368 | 48.6486 |
Ratio Avg Win / Avg Loss | 0.2632 | 0.7468 | 0.1549 | 1.0936 | 0.6553 | 1.6456 |
Largest Winning Trade | 81916 | 81916 | 37102 | 10472626 | 2116558 | 10472626 |
Largest Losing Trade | -655748 | -78559 | -655748 | -9577290 | -9577290 | -3091739 |
Avg Bars in Trades | 141 | 146 | 135 | 141 | 146 | 135 |
Avg Bars in Winners | 79 | 81 | 77 | 136 | 158 | 116 |
Avg Bars in Losers | 238 | 258 | 220 | 145 | 137 | 153 |
Bars Traded | 10590 | 5578 | 5012 | 10590 | 5578 | 5012 |
Profit Streak | 42.4861 | 71.8195 | 0 | 0 | 0 | 111.6528 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -639757 | -294569 | -579546 | -641685 | -582811 | 398013 |
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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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