Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1131071.5196 | -8590.4913 | -1122481.0283 | -1351019.3816 | -5279231.8178 | 3928212.4361 |
Total P&L (%) | -1131.0715 | -8.5905 | -1122.481 | -1351.0194 | -5279.2318 | 3928.2124 |
Avg Daily Profit (%) | -0.622 | -0.0047 | -0.6173 | 0 | 0 | 0.2035 |
Buy And Hold Return (%) | 600.9335 | 600.9335 | 600.9335 | 600.9335 | 600.9335 | 600.9335 |
Max Trade Drawdown | -1216882 | -159263 | -1169662 | -14210076 | -10349794 | -4139652 |
Profit Factor | 0.3318 | 0.9705 | 0.1992 | 0.9394 | 0.5884 | 1.4153 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 48 | 23 | 25 | 35 | 15 | 20 |
Losing Trades | 26 | 14 | 12 | 39 | 22 | 17 |
Profitability (%) | 64.8649 | 62.1622 | 67.5676 | 47.2973 | 40.5405 | 54.0541 |
Ratio Avg Win / Avg Loss | 0.1797 | 0.5907 | 0.0956 | 1.0467 | 0.8631 | 1.203 |
Largest Winning Trade | 35290 | 35290 | 33622 | 6723557 | 1435677 | 6723557 |
Largest Losing Trade | -621792 | -73466 | -621792 | -8913981 | -8913981 | -3275419 |
Avg Bars in Trades | 71 | 76 | 66 | 71 | 76 | 66 |
Avg Bars in Winners | 39 | 40 | 39 | 66 | 69 | 64 |
Avg Bars in Losers | 130 | 135 | 123 | 75 | 81 | 69 |
Bars Traded | 5290 | 2827 | 2463 | 5290 | 2827 | 2463 |
Profit Streak | 40.5932 | 172.2599 | 40.5932 | 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 | -645924 | -577784 | -577946 | -648939 | -584451 | 326811 |
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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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