Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1203814.9687 | -52721.1165 | -1151093.8522 | -457809.3113 | -3687595.9771 | 3229786.6658 |
Total P&L (%) | -1203.815 | -52.7211 | -1151.0939 | -457.8093 | -3687.596 | 3229.7867 |
Avg Daily Profit (%) | -0.6642 | -0.0291 | -0.6351 | 0 | 0 | 0.1936 |
Buy And Hold Return (%) | 664.0686 | 664.0686 | 664.0686 | 664.0686 | 664.0686 | 664.0686 |
Max Trade Drawdown | -1276162 | -204822 | -1183478 | -10635887 | -8392972 | -2242914 |
Profit Factor | 0.2955 | 0.8301 | 0.1768 | 0.9727 | 0.6448 | 1.5032 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 53 | 26 | 27 | 38 | 17 | 21 |
Losing Trades | 23 | 12 | 11 | 38 | 21 | 17 |
Profitability (%) | 69.7368 | 68.4211 | 71.0526 | 50 | 44.7368 | 55.2632 |
Ratio Avg Win / Avg Loss | 0.1282 | 0.3831 | 0.072 | 0.9727 | 0.7965 | 1.2169 |
Largest Winning Trade | 29553 | 28574 | 29553 | 5219230 | 1278956 | 5219230 |
Largest Losing Trade | -587701 | -76380 | -587701 | -7291044 | -7291044 | -1579630 |
Avg Bars in Trades | 46 | 48 | 43 | 46 | 48 | 43 |
Avg Bars in Winners | 19 | 17 | 20 | 42 | 40 | 44 |
Avg Bars in Losers | 108 | 115 | 100 | 49 | 55 | 42 |
Bars Traded | 3500 | 1850 | 1650 | 3500 | 1850 | 1650 |
Profit Streak | 17.9523 | 167.4523 | 17.9523 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -630243 | -576994 | -577470 | -634555 | -582811 | 307775 |
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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) |
---|