Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1396230.0411 | 11293.284 | -1407523.325 | -1522111.7095 | -6328116.6005 | 4806004.891 |
Total P&L (%) | -1396.23 | 11.2933 | -1407.5233 | -1522.1117 | -6328.1166 | 4806.0049 |
Avg Daily Profit (%) | -0.7696 | 0.0062 | -0.7758 | 0 | 0 | 0.2148 |
Buy And Hold Return (%) | 546.0966 | 546.0966 | 546.0966 | 546.0966 | 546.0966 | 546.0966 |
Max Trade Drawdown | -1498705 | -173946 | -1456454 | -23943326 | -17073848 | -7243775 |
Profit Factor | 0.3116 | 1.0367 | 0.1818 | 0.9547 | 0.694 | 1.3723 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 48 | 26 | 22 | 35 | 16 | 19 |
Losing Trades | 26 | 11 | 15 | 39 | 21 | 18 |
Profitability (%) | 64.8649 | 70.2703 | 59.4595 | 47.2973 | 43.2432 | 51.3514 |
Ratio Avg Win / Avg Loss | 0.1688 | 0.4386 | 0.124 | 1.0638 | 0.9109 | 1.3 |
Largest Winning Trade | 44837 | 44257 | 44837 | 6280169 | 3371354 | 6280169 |
Largest Losing Trade | -982637 | -73990 | -982637 | -14920296 | -14920296 | -6717280 |
Avg Bars in Trades | 95 | 108 | 82 | 95 | 108 | 82 |
Avg Bars in Winners | 51 | 58 | 42 | 96 | 110 | 84 |
Avg Bars in Losers | 178 | 227 | 141 | 94 | 107 | 80 |
Bars Traded | 7078 | 4025 | 3053 | 7078 | 4025 | 3053 |
Profit Streak | 37.2277 | 167.4777 | 37.2277 | 0 | 0 | 0 |
Trades During Streak | 5 | 6 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -645814 | -528066 | -578556 | -648939 | -583400 | 319334 |
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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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