Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1116745.2739 | 2844.1767 | -1119589.4506 | -1794557.6163 | -6123734.9469 | 4329177.3307 |
Total P&L (%) | -1116.7453 | 2.8442 | -1119.5895 | -1794.5576 | -6123.7349 | 4329.1773 |
Avg Daily Profit (%) | -0.6156 | 0.0016 | -0.6172 | 0 | 0 | 0.2092 |
Buy And Hold Return (%) | 696.9372 | 696.9372 | 696.9372 | 696.9372 | 696.9372 | 696.9372 |
Max Trade Drawdown | -684739 | -117546 | -582388 | -12743346 | -8159025 | -7031095 |
Profit Factor | 0.3007 | 1.0126 | 0.1832 | 0.9122 | 0.4337 | 1.4496 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 57 | 27 | 30 | 32 | 14 | 18 |
Losing Trades | 17 | 10 | 7 | 42 | 23 | 19 |
Profitability (%) | 77.027 | 72.973 | 81.0811 | 43.2432 | 37.8378 | 48.6486 |
Ratio Avg Win / Avg Loss | 0.0897 | 0.375 | 0.0428 | 1.1973 | 0.7124 | 1.5302 |
Largest Winning Trade | 41574 | 33630 | 41574 | 6898177 | 786123 | 6898177 |
Largest Losing Trade | -674044 | -66324 | -674044 | -7031095 | -6588952 | -7031095 |
Avg Bars in Trades | 67 | 83 | 52 | 67 | 83 | 52 |
Avg Bars in Winners | 26 | 30 | 22 | 69 | 91 | 52 |
Avg Bars in Losers | 206 | 226 | 177 | 66 | 78 | 51 |
Bars Traded | 5021 | 3096 | 1925 | 5021 | 3096 | 1925 |
Profit Streak | 135.8835 | 135.8835 | 263.2168 | 0 | 0 | 0 |
Trades During Streak | 10 | 5 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -644196 | -560451 | -575315 | -650516 | -585502 | 330483 |
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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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