Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -775756.9501 | 85574.7516 | -861331.7017 | -592556.1984 | -4143006.1111 | 3550449.9127 |
Total P&L (%) | -775.757 | 85.5748 | -861.3317 | -592.5562 | -4143.0061 | 3550.4499 |
Avg Daily Profit (%) | -0.4243 | 0.0468 | -0.4711 | 0 | 0 | 0.1969 |
Buy And Hold Return (%) | 757.1215 | 757.1215 | 757.1215 | 757.1215 | 757.1215 | 757.1215 |
Max Trade Drawdown | -883705 | -149719 | -908012 | -6343338 | -4826376 | -1955544 |
Profit Factor | 0.4767 | 1.2852 | 0.2715 | 0.9558 | 0.4317 | 1.5797 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 42 | 22 | 20 | 37 | 18 | 19 |
Losing Trades | 34 | 16 | 18 | 39 | 20 | 19 |
Profitability (%) | 55.2632 | 57.8947 | 52.6316 | 48.6842 | 47.3684 | 50 |
Ratio Avg Win / Avg Loss | 0.3859 | 0.9347 | 0.2444 | 1.0075 | 0.4797 | 1.5797 |
Largest Winning Trade | 81137 | 81137 | 53492 | 6896746 | 1095123 | 6896746 |
Largest Losing Trade | -376574 | -79248 | -376574 | -4271255 | -4271255 | -1065279 |
Avg Bars in Trades | 140 | 151 | 130 | 140 | 151 | 130 |
Avg Bars in Winners | 87 | 95 | 78 | 140 | 171 | 111 |
Avg Bars in Losers | 207 | 228 | 188 | 140 | 133 | 148 |
Bars Traded | 10701 | 5748 | 4953 | 10701 | 5748 | 4953 |
Profit Streak | 0 | 0 | 52.5496 | 24.5496 | 41.383 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -633595 | -296819 | -579860 | -632856 | -581238 | 335493 |
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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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