Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -792549.4232 | 136989.8316 | -929539.2547 | -1361658.8084 | -5837912.5039 | 4476253.6955 |
Total P&L (%) | -792.5494 | 136.9898 | -929.5393 | -1361.6588 | -5837.9125 | 4476.2537 |
Avg Daily Profit (%) | -0.4339 | 0.075 | -0.5089 | 0 | 0 | 0.2095 |
Buy And Hold Return (%) | 625.2847 | 625.2847 | 625.2847 | 625.2847 | 625.2847 | 625.2847 |
Max Trade Drawdown | -984774 | -122177 | -980398 | -14188145 | -10103273 | -6036913 |
Profit Factor | 0.483 | 1.4766 | 0.2536 | 0.9553 | 0.6068 | 1.2864 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 35 | 18 | 17 | 32 | 15 | 17 |
Losing Trades | 36 | 18 | 18 | 39 | 21 | 18 |
Profitability (%) | 49.2958 | 50 | 48.5714 | 45.0704 | 41.6667 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.4968 | 1.4766 | 0.2685 | 1.1643 | 0.8495 | 1.3621 |
Largest Winning Trade | 49696 | 49696 | 47879 | 13400997 | 1968221 | 13400997 |
Largest Losing Trade | -506138 | -76600 | -506138 | -8562239 | -8562239 | -4321675 |
Avg Bars in Trades | 149 | 158 | 140 | 149 | 158 | 140 |
Avg Bars in Winners | 86 | 90 | 81 | 140 | 158 | 124 |
Avg Bars in Losers | 211 | 227 | 195 | 157 | 158 | 155 |
Bars Traded | 10617 | 5709 | 4909 | 10617 | 5709 | 4909 |
Profit Streak | 15.3027 | 35.3027 | 0 | 0 | 0 | 110.636 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -671745 | -256888 | -581343 | -672305 | -584020 | 306460 |
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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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