Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -830896.5831 | 74303.2489 | -905199.8321 | -686414.7544 | -3856353.1323 | 3169938.3778 |
Total P&L (%) | -830.8966 | 74.3032 | -905.1998 | -686.4148 | -3856.3531 | 3169.9384 |
Avg Daily Profit (%) | -0.4547 | 0.0407 | -0.4954 | 0 | 0 | 0.191 |
Buy And Hold Return (%) | 745.2697 | 745.2697 | 745.2697 | 745.2697 | 745.2697 | 745.2697 |
Max Trade Drawdown | -977898 | -154946 | -939495 | -11088176 | -8808176 | -2799776 |
Profit Factor | 0.4364 | 1.2226 | 0.2063 | 0.9587 | 0.6666 | 1.6261 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 40 | 21 | 19 | 41 | 17 | 24 |
Losing Trades | 33 | 16 | 17 | 32 | 20 | 12 |
Profitability (%) | 54.7945 | 56.7568 | 52.7778 | 56.1644 | 45.9459 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.36 | 0.9315 | 0.1846 | 0.7483 | 0.7843 | 0.813 |
Largest Winning Trade | 70309 | 70309 | 47789 | 3918035 | 2154885 | 3918035 |
Largest Losing Trade | -376275 | -75707 | -376275 | -7151555 | -7151555 | -1371521 |
Avg Bars in Trades | 73 | 72 | 74 | 73 | 72 | 74 |
Avg Bars in Winners | 48 | 46 | 49 | 70 | 74 | 67 |
Avg Bars in Losers | 104 | 105 | 103 | 77 | 70 | 88 |
Bars Traded | 5364 | 2671 | 2693 | 5364 | 2671 | 2693 |
Profit Streak | 20.4749 | 23.1416 | 0 | 0 | 0 | 328.4749 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -655602 | -304995 | -580420 | -655978 | -582349 | 353117 |
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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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