Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1089749.871 | 4594.1982 | -1094344.0692 | -1449855.0154 | -5537709.6523 | 4087854.6369 |
Total P&L (%) | -1089.7499 | 4.5942 | -1094.3441 | -1449.855 | -5537.7097 | 4087.8546 |
Avg Daily Profit (%) | -0.6006 | 0.0025 | -0.6031 | 0 | 0 | 0.206 |
Buy And Hold Return (%) | 790.5569 | 790.5569 | 790.5569 | 790.5569 | 790.5569 | 790.5569 |
Max Trade Drawdown | -694372 | -148634 | -596442 | -15277999 | -11517124 | -4017358 |
Profit Factor | 0.3354 | 1.0166 | 0.1971 | 0.9338 | 0.6034 | 1.5155 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 49 | 24 | 25 | 38 | 18 | 20 |
Losing Trades | 23 | 12 | 11 | 34 | 18 | 16 |
Profitability (%) | 68.0556 | 66.6667 | 69.4444 | 52.7778 | 50 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.1574 | 0.5083 | 0.0867 | 0.8355 | 0.6034 | 1.2124 |
Largest Winning Trade | 37512 | 37512 | 33261 | 5136630 | 1367460 | 5136630 |
Largest Losing Trade | -596428 | -75937 | -596428 | -9654938 | -9654938 | -2401189 |
Avg Bars in Trades | 47 | 50 | 43 | 47 | 50 | 43 |
Avg Bars in Winners | 18 | 20 | 16 | 43 | 43 | 42 |
Avg Bars in Losers | 108 | 111 | 105 | 51 | 58 | 44 |
Bars Traded | 3408 | 1835 | 1573 | 3408 | 1835 | 1573 |
Profit Streak | 8.7487 | 151.2487 | 0 | 0 | 0 | 164.7487 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -661267 | -556018 | -578259 | -663917 | -580780 | 358390 |
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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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