Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -903229.0529 | 170648.8124 | -1073877.8653 | -5852626.105 | 6740179.1783 | -12592805.2833 |
Total P&L (%) | -903.2291 | 170.6488 | -1073.8779 | -5852.6261 | 6740.1792 | -12592.8053 |
Avg Daily Profit (%) | -0.4978 | 0.094 | -0.5918 | 0 | 0.2331 | 0 |
Buy And Hold Return (%) | 709.3432 | 709.3432 | 709.3432 | 709.3432 | 709.3432 | 709.3432 |
Max Trade Drawdown | -991869 | -46393 | -1096752 | -21252248 | -2593322 | -21252248 |
Profit Factor | 0.4064 | 2.1727 | 0.2197 | 0.8083 | 2.0851 | 0.4821 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 33 | 13 | 20 | 38 | 15 | 23 |
Losing Trades | 41 | 24 | 17 | 36 | 22 | 14 |
Profitability (%) | 44.5946 | 35.1351 | 54.0541 | 51.3514 | 40.5405 | 62.1622 |
Ratio Avg Win / Avg Loss | 0.505 | 4.0111 | 0.1867 | 0.7657 | 3.0581 | 0.2934 |
Largest Winning Trade | 95573 | 95573 | 79313 | 3787221 | 3787221 | 2072346 |
Largest Losing Trade | -842845 | -28694 | -842845 | -21252248 | -1575982 | -21252248 |
Avg Bars in Trades | 43 | 26 | 60 | 43 | 26 | 60 |
Avg Bars in Winners | 49 | 43 | 53 | 42 | 32 | 49 |
Avg Bars in Losers | 38 | 16 | 69 | 44 | 22 | 79 |
Bars Traded | 3214 | 966 | 2248 | 3214 | 966 | 2248 |
Profit Streak | 328.365 | 328.365 | 329.865 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -650691 | -233965 | -579659 | -649380 | 320041 | -579195 |
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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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