Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -724332.9892 | 126293.4004 | -850626.3896 | -1732725.8393 | -6677547.4223 | 4944821.583 |
Total P&L (%) | -724.333 | 126.2934 | -850.6264 | -1732.7258 | -6677.5474 | 4944.8216 |
Avg Daily Profit (%) | -0.3993 | 0.0696 | -0.4689 | 0 | 0 | 0.2164 |
Buy And Hold Return (%) | 643.7565 | 643.7565 | 643.7565 | 643.7565 | 643.7565 | 643.7565 |
Max Trade Drawdown | -893556 | -137834 | -932331 | -12083165 | -8193183 | -5518009 |
Profit Factor | 0.4881 | 1.4691 | 0.2577 | 0.9324 | 0.4857 | 1.3915 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 41 | 18 | 23 | 32 | 14 | 18 |
Losing Trades | 37 | 21 | 16 | 46 | 25 | 21 |
Profitability (%) | 52.5641 | 46.1538 | 58.9744 | 41.0256 | 35.8974 | 46.1538 |
Ratio Avg Win / Avg Loss | 0.4405 | 1.7139 | 0.1792 | 1.3403 | 0.8673 | 1.6234 |
Largest Winning Trade | 69369 | 69369 | 60258 | 13667733 | 1605883 | 13667733 |
Largest Losing Trade | -492576 | -75236 | -492576 | -6916189 | -6916189 | -4138589 |
Avg Bars in Trades | 67 | 72 | 62 | 67 | 72 | 62 |
Avg Bars in Winners | 37 | 46 | 31 | 71 | 92 | 55 |
Avg Bars in Losers | 99 | 94 | 106 | 64 | 61 | 68 |
Bars Traded | 5246 | 2819 | 2427 | 5246 | 2819 | 2427 |
Profit Streak | 4.3388 | 58.6721 | 0 | 0 | 0 | 21.0054 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -619127 | -263606 | -579594 | -621378 | -586241 | 324314 |
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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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