Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -894636.2982 | 104814.9274 | -999451.2256 | -2014233.1923 | -6770571.2105 | 4756338.0182 |
Total P&L (%) | -894.6363 | 104.8149 | -999.4512 | -2014.2332 | -6770.5712 | 4756.338 |
Avg Daily Profit (%) | -0.4929 | 0.0577 | -0.5507 | 0 | 0 | 0.2142 |
Buy And Hold Return (%) | 548.4305 | 548.4305 | 548.4305 | 548.4305 | 548.4305 | 548.4305 |
Max Trade Drawdown | -1090720 | -144588 | -1100309 | -14858394 | -11619055 | -3312674 |
Profit Factor | 0.4447 | 1.3585 | 0.242 | 0.9185 | 0.5485 | 1.489 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 46 | 25 | 21 | 31 | 14 | 17 |
Losing Trades | 26 | 11 | 15 | 41 | 22 | 19 |
Profitability (%) | 63.8889 | 69.4444 | 58.3333 | 43.0556 | 38.8889 | 47.2222 |
Ratio Avg Win / Avg Loss | 0.2513 | 0.5977 | 0.1729 | 1.2148 | 0.862 | 1.6642 |
Largest Winning Trade | 43851 | 43851 | 28809 | 8579157 | 1848124 | 8579157 |
Largest Losing Trade | -655825 | -77788 | -655825 | -9949897 | -9949897 | -2467519 |
Avg Bars in Trades | 97 | 111 | 84 | 97 | 111 | 84 |
Avg Bars in Winners | 63 | 70 | 54 | 92 | 112 | 75 |
Avg Bars in Losers | 158 | 203 | 125 | 101 | 109 | 91 |
Bars Traded | 7031 | 3998 | 3033 | 7031 | 3998 | 3033 |
Profit Streak | 38.6047 | 168.6047 | 0 | 0 | 0 | 103.1047 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -661931 | -278937 | -579699 | -665589 | -585101 | 359537 |
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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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