Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -699606.678 | 152851.1371 | -852457.8151 | -1830250.4574 | -6535573.3897 | 4705322.9323 |
Total P&L (%) | -699.6067 | 152.8511 | -852.4578 | -1830.2505 | -6535.5734 | 4705.3229 |
Avg Daily Profit (%) | -0.3831 | 0.0837 | -0.4668 | 0 | 0 | 0.2123 |
Buy And Hold Return (%) | 637.3272 | 637.3272 | 637.3272 | 637.3272 | 637.3272 | 637.3272 |
Max Trade Drawdown | -866661 | -107922 | -910185 | -18203580 | -11995198 | -7103238 |
Profit Factor | 0.5249 | 1.5748 | 0.2935 | 0.9504 | 0.6321 | 1.2458 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 41 | 21 | 20 | 40 | 21 | 19 |
Losing Trades | 33 | 16 | 17 | 34 | 16 | 18 |
Profitability (%) | 55.4054 | 56.7568 | 54.0541 | 54.0541 | 56.7568 | 51.3514 |
Ratio Avg Win / Avg Loss | 0.4225 | 1.1999 | 0.2495 | 0.8079 | 0.4816 | 1.1802 |
Largest Winning Trade | 60942 | 60942 | 51934 | 13769157 | 1941687 | 13769157 |
Largest Losing Trade | -443593 | -79023 | -443593 | -11406457 | -11406457 | -7033060 |
Avg Bars in Trades | 144 | 154 | 134 | 144 | 154 | 134 |
Avg Bars in Winners | 89 | 97 | 80 | 139 | 154 | 123 |
Avg Bars in Losers | 213 | 228 | 198 | 150 | 154 | 146 |
Bars Traded | 10685 | 5712 | 4973 | 10685 | 5712 | 4973 |
Profit Streak | 0 | 0 | 0 | 34.9374 | 34.9374 | 113.6041 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -648577 | -244339 | -580247 | -647760 | -579354 | 325218 |
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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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