Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -764132.3024 | 121614.2698 | -885746.5722 | -1124058.4849 | -8200743.3775 | 7076684.8927 |
Total P&L (%) | -764.1323 | 121.6143 | -885.7466 | -1124.0585 | -8200.7434 | 7076.6849 |
Avg Daily Profit (%) | -0.4183 | 0.0666 | -0.4849 | 0 | 0 | 0.2342 |
Buy And Hold Return (%) | 733.2716 | 733.2716 | 733.2716 | 733.2716 | 733.2716 | 733.2716 |
Max Trade Drawdown | -890955 | -136058 | -926413 | -16152111 | -11632999 | -4526151 |
Profit Factor | 0.4921 | 1.4375 | 0.2779 | 0.9608 | 0.4713 | 1.5378 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 42 | 23 | 19 | 37 | 19 | 18 |
Losing Trades | 30 | 13 | 17 | 35 | 17 | 18 |
Profitability (%) | 58.3333 | 63.8889 | 52.7778 | 51.3889 | 52.7778 | 50 |
Ratio Avg Win / Avg Loss | 0.3515 | 0.8125 | 0.2487 | 0.9089 | 0.4217 | 1.5378 |
Largest Winning Trade | 68014 | 68014 | 58410 | 12792784 | 2181284 | 12792784 |
Largest Losing Trade | -438782 | -79795 | -438782 | -10631122 | -10631122 | -3823218 |
Avg Bars in Trades | 97 | 105 | 90 | 97 | 105 | 90 |
Avg Bars in Winners | 59 | 62 | 54 | 95 | 108 | 81 |
Avg Bars in Losers | 152 | 180 | 130 | 100 | 101 | 99 |
Bars Traded | 7051 | 3787 | 3264 | 7051 | 3787 | 3264 |
Profit Streak | 47.2732 | 75.2732 | 0 | 0 | 0 | 115.2732 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -662637 | -268205 | -580420 | -664375 | -580420 | 415427 |
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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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