Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -747142.0969 | 106154.5705 | -853296.6674 | -1777470.9237 | -5471997.5599 | 3694526.6362 |
Total P&L (%) | -747.1421 | 106.1546 | -853.2967 | -1777.4709 | -5471.9976 | 3694.5266 |
Avg Daily Profit (%) | -0.4104 | 0.0583 | -0.4688 | 0 | 0 | 0.2 |
Buy And Hold Return (%) | 657.9735 | 657.9735 | 657.9735 | 657.9735 | 657.9735 | 657.9735 |
Max Trade Drawdown | -845708 | -113326 | -890952 | -13369199 | -9517253 | -4021407 |
Profit Factor | 0.4822 | 1.3729 | 0.2632 | 0.9217 | 0.5945 | 1.4017 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 49 | 27 | 22 | 36 | 18 | 18 |
Losing Trades | 30 | 13 | 17 | 43 | 22 | 21 |
Profitability (%) | 62.0253 | 67.5 | 56.4103 | 45.5696 | 45 | 46.1538 |
Ratio Avg Win / Avg Loss | 0.2952 | 0.661 | 0.2034 | 1.1009 | 0.7267 | 1.6353 |
Largest Winning Trade | 54749 | 39640 | 54749 | 7045088 | 1670046 | 7045088 |
Largest Losing Trade | -423947 | -78893 | -423947 | -8057643 | -8057643 | -2910497 |
Avg Bars in Trades | 134 | 142 | 126 | 134 | 142 | 126 |
Avg Bars in Winners | 83 | 95 | 68 | 130 | 138 | 123 |
Avg Bars in Losers | 217 | 239 | 201 | 137 | 145 | 128 |
Bars Traded | 10609 | 5683 | 4927 | 10609 | 5683 | 4927 |
Profit Streak | 0 | 0 | 0 | 32.542 | 32.542 | 106.042 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -610218 | -279670 | -579926 | -610610 | -581697 | 317157 |
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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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