Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1099544.8255 | 36137.428 | -1135682.2535 | -1596429.2925 | -6933708.7624 | 5337279.4698 |
Total P&L (%) | -1099.5448 | 36.1374 | -1135.6823 | -1596.4293 | -6933.7088 | 5337.2795 |
Avg Daily Profit (%) | -0.6018 | 0.0198 | -0.6216 | 0 | 0 | 0.219 |
Buy And Hold Return (%) | 876.1799 | 876.1799 | 876.1799 | 876.1799 | 876.1799 | 876.1799 |
Max Trade Drawdown | -1208758 | -167711 | -1198407 | -15485872 | -11661104 | -4600774 |
Profit Factor | 0.3629 | 1.1235 | 0.2077 | 0.9347 | 0.5239 | 1.5403 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 46 | 24 | 22 | 33 | 17 | 16 |
Losing Trades | 26 | 12 | 14 | 39 | 19 | 20 |
Profitability (%) | 63.8889 | 66.6667 | 61.1111 | 45.8333 | 47.2222 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.2051 | 0.5618 | 0.1322 | 1.1046 | 0.5856 | 1.9253 |
Largest Winning Trade | 52978 | 52978 | 47686 | 8414110 | 2086799 | 8414110 |
Largest Losing Trade | -603520 | -77744 | -603520 | -10222005 | -10222005 | -2897097 |
Avg Bars in Trades | 72 | 77 | 67 | 72 | 77 | 67 |
Avg Bars in Winners | 42 | 42 | 41 | 73 | 76 | 70 |
Avg Bars in Losers | 126 | 147 | 109 | 72 | 79 | 66 |
Bars Traded | 5246 | 2799 | 2447 | 5246 | 2799 | 2447 |
Profit Streak | 21.7185 | 75.0518 | 0 | 0 | 0 | 115.3851 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -661927 | -415404 | -579339 | -664509 | -581860 | 325900 |
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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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