Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -936890.5589 | 92787.1989 | -1029677.7578 | -1191346.0549 | -5824718.8034 | 4633372.7486 |
Total P&L (%) | -936.8906 | 92.7872 | -1029.6778 | -1191.3461 | -5824.7188 | 4633.3727 |
Avg Daily Profit (%) | -0.5129 | 0.0508 | -0.5637 | 0 | 0 | 0.2114 |
Buy And Hold Return (%) | 711.6114 | 711.6114 | 711.6114 | 711.6114 | 711.6114 | 711.6114 |
Max Trade Drawdown | -1010670 | -127099 | -567439 | -10383062 | -7672194 | -3489473 |
Profit Factor | 0.4158 | 1.3149 | 0.2134 | 0.9437 | 0.5045 | 1.492 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 44 | 24 | 20 | 31 | 15 | 16 |
Losing Trades | 29 | 13 | 16 | 42 | 22 | 20 |
Profitability (%) | 60.274 | 64.8649 | 55.5556 | 42.4658 | 40.5405 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.274 | 0.7122 | 0.1707 | 1.2786 | 0.7399 | 1.865 |
Largest Winning Trade | 78344 | 78344 | 55204 | 10155850 | 1381029 | 10155850 |
Largest Losing Trade | -607964 | -78933 | -607964 | -6735657 | -6735657 | -3351475 |
Avg Bars in Trades | 48 | 53 | 43 | 48 | 53 | 43 |
Avg Bars in Winners | 29 | 34 | 22 | 45 | 53 | 38 |
Avg Bars in Losers | 77 | 87 | 69 | 50 | 53 | 47 |
Bars Traded | 3539 | 1969 | 1570 | 3539 | 1969 | 1570 |
Profit Streak | 19.1366 | 27.6366 | 0 | 0 | 0 | 113.1366 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -654886 | -289867 | -580059 | -658318 | -584451 | 337239 |
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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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