Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1149322.1632 | 103784.871 | -1253107.0342 | 4814220.5693 | 3022036.8303 | 1792183.739 |
Total P&L (%) | -1149.3222 | 103.7849 | -1253.107 | 4814.2206 | 3022.0368 | 1792.1837 |
Avg Daily Profit (%) | -0.6317 | 0.057 | -0.6887 | 0.2143 | 0.1893 | 0.1617 |
Buy And Hold Return (%) | 644.7914 | 644.7914 | 644.7914 | 644.7914 | 644.7914 | 644.7914 |
Max Trade Drawdown | -1339933 | -97797 | -1337429 | -4680332 | -1531757 | -3338291 |
Profit Factor | 0.3579 | 1.5282 | 0.2136 | 1.3787 | 1.6641 | 1.2196 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 40 | 21 | 19 | 38 | 19 | 19 |
Losing Trades | 33 | 16 | 17 | 35 | 18 | 17 |
Profitability (%) | 54.7945 | 56.7568 | 52.7778 | 52.0548 | 51.3514 | 52.7778 |
Ratio Avg Win / Avg Loss | 0.2953 | 1.1644 | 0.1911 | 1.2699 | 1.5766 | 1.0912 |
Largest Winning Trade | 59266 | 59266 | 49027 | 3434159 | 2958184 | 3434159 |
Largest Losing Trade | -1114430 | -65543 | -1114430 | -1861200 | -1004084 | -1861200 |
Avg Bars in Trades | 90 | 51 | 130 | 90 | 51 | 130 |
Avg Bars in Winners | 71 | 50 | 94 | 83 | 54 | 113 |
Avg Bars in Losers | 113 | 52 | 170 | 97 | 48 | 149 |
Bars Traded | 6596 | 1901 | 4695 | 6596 | 1901 | 4695 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -656156 | -280170 | -580420 | -67286 | 348024 | 156746 |
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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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