Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1183021.526 | 24819.4259 | -1207840.9519 | -648934.5019 | -5993050.536 | 5344116.0341 |
Total P&L (%) | -1183.0215 | 24.8194 | -1207.841 | -648.9345 | -5993.0505 | 5344.116 |
Avg Daily Profit (%) | -0.6485 | 0.0136 | -0.6621 | 0 | 0 | 0.2193 |
Buy And Hold Return (%) | 765.1413 | 765.1413 | 765.1413 | 765.1413 | 765.1413 | 765.1413 |
Max Trade Drawdown | -1212357 | -178573 | -1214306 | -13137007 | -10048033 | -3165695 |
Profit Factor | 0.3644 | 1.0693 | 0.1965 | 0.9688 | 0.533 | 1.6708 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 40 | 20 | 20 | 33 | 17 | 16 |
Losing Trades | 32 | 16 | 16 | 39 | 19 | 20 |
Profitability (%) | 55.5556 | 55.5556 | 55.5556 | 45.8333 | 47.2222 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.2915 | 0.8555 | 0.1572 | 1.1449 | 0.5957 | 2.0885 |
Largest Winning Trade | 85753 | 85753 | 34585 | 7489421 | 1696780 | 7489421 |
Largest Losing Trade | -659475 | -78893 | -659475 | -9368981 | -9368981 | -1956351 |
Avg Bars in Trades | 73 | 74 | 72 | 73 | 74 | 72 |
Avg Bars in Winners | 41 | 44 | 39 | 80 | 80 | 80 |
Avg Bars in Losers | 112 | 111 | 113 | 66 | 68 | 65 |
Bars Traded | 5264 | 2670 | 2594 | 5264 | 2670 | 2594 |
Profit Streak | 42.8411 | 73.8411 | 0 | 0 | 0 | 166.5078 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -663005 | -485111 | -580059 | -664509 | -581860 | 365829 |
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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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