Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -977049.4093 | 38197.2582 | -1015246.6675 | -500107.7139 | -4413253.8964 | 3913146.1825 |
Total P&L (%) | -977.0494 | 38.1973 | -1015.2467 | -500.1077 | -4413.2539 | 3913.1462 |
Avg Daily Profit (%) | -0.5387 | 0.0211 | -0.5597 | 0 | 0 | 0.2038 |
Buy And Hold Return (%) | 541.4815 | 541.4815 | 541.4815 | 541.4815 | 541.4815 | 541.4815 |
Max Trade Drawdown | -1052218 | -153821 | -1026833 | -8688127 | -7052508 | -2270813 |
Profit Factor | 0.4154 | 1.1064 | 0.2263 | 0.9658 | 0.5175 | 1.7165 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 45 | 26 | 19 | 38 | 18 | 20 |
Losing Trades | 32 | 13 | 19 | 39 | 21 | 18 |
Profitability (%) | 58.4416 | 66.6667 | 50 | 49.3506 | 46.1538 | 52.6316 |
Ratio Avg Win / Avg Loss | 0.2954 | 0.5532 | 0.2263 | 0.9912 | 0.6037 | 1.5449 |
Largest Winning Trade | 52514 | 52514 | 41942 | 5726904 | 1946318 | 5726904 |
Largest Losing Trade | -453215 | -78168 | -453215 | -5790578 | -5790578 | -1353055 |
Avg Bars in Trades | 138 | 145 | 129 | 138 | 145 | 129 |
Avg Bars in Winners | 84 | 91 | 74 | 143 | 171 | 117 |
Avg Bars in Losers | 213 | 255 | 185 | 133 | 123 | 143 |
Bars Traded | 10630 | 5692 | 4938 | 10630 | 5692 | 4938 |
Profit Streak | 4.2215 | 63.5548 | 0 | 0 | 0 | 104.5548 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -625697 | -432513 | -580764 | -627308 | -582253 | 454870 |
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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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