Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1035092.1939 | 68218.701 | -1103310.8949 | -2461938.3418 | -11851765.5952 | 9389827.2534 |
Total P&L (%) | -1035.0922 | 68.2187 | -1103.3109 | -2461.9383 | -11851.7656 | 9389.8273 |
Avg Daily Profit (%) | -0.57 | 0.0376 | -0.6076 | 0 | 0 | 0.251 |
Buy And Hold Return (%) | 697.2044 | 697.2044 | 697.2044 | 697.2044 | 697.2044 | 697.2044 |
Max Trade Drawdown | -1132770 | -152016 | -1163473 | -25619342 | -19401330 | -7659867 |
Profit Factor | 0.3941 | 1.24 | 0.2252 | 0.9408 | 0.5194 | 1.5538 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 48 | 25 | 23 | 31 | 14 | 17 |
Losing Trades | 24 | 11 | 13 | 41 | 22 | 19 |
Profitability (%) | 66.6667 | 69.4444 | 63.8889 | 43.0556 | 38.8889 | 47.2222 |
Ratio Avg Win / Avg Loss | 0.197 | 0.5456 | 0.1273 | 1.2443 | 0.8162 | 1.7366 |
Largest Winning Trade | 47629 | 47629 | 46061 | 14195231 | 3339077 | 14195231 |
Largest Losing Trade | -683220 | -74879 | -683220 | -16973920 | -16973920 | -4046706 |
Avg Bars in Trades | 97 | 101 | 92 | 97 | 101 | 92 |
Avg Bars in Winners | 58 | 61 | 55 | 100 | 95 | 104 |
Avg Bars in Losers | 174 | 194 | 158 | 94 | 106 | 81 |
Bars Traded | 6993 | 3668 | 3325 | 6993 | 3668 | 3325 |
Profit Streak | 25.4627 | 168.7127 | 25.4627 | 0 | 0 | 0 |
Trades During Streak | 3 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -660652 | -306517 | -578437 | -665589 | -585101 | 364942 |
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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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