Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -820740.758 | 82594.4771 | -903335.2352 | -761631.1538 | -4551805.9662 | 3790174.8124 |
Total P&L (%) | -820.7408 | 82.5945 | -903.3352 | -761.6312 | -4551.806 | 3790.1748 |
Avg Daily Profit (%) | -0.452 | 0.0455 | -0.4974 | 0 | 0 | 0.2018 |
Buy And Hold Return (%) | 643.8698 | 643.8698 | 643.8698 | 643.8698 | 643.8698 | 643.8698 |
Max Trade Drawdown | -898847 | -157638 | -920035 | -11352507 | -9268871 | -3048098 |
Profit Factor | 0.4406 | 1.2693 | 0.2217 | 0.9672 | 0.6614 | 1.3869 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 39 | 19 | 20 | 34 | 17 | 17 |
Losing Trades | 33 | 17 | 16 | 38 | 19 | 19 |
Profitability (%) | 54.1667 | 52.7778 | 55.5556 | 47.2222 | 47.2222 | 47.2222 |
Ratio Avg Win / Avg Loss | 0.3729 | 1.1357 | 0.1773 | 1.081 | 0.7392 | 1.55 |
Largest Winning Trade | 75395 | 75395 | 55204 | 7967768 | 2520983 | 7967768 |
Largest Losing Trade | -430525 | -77369 | -430525 | -7118517 | -7118517 | -2407528 |
Avg Bars in Trades | 48 | 54 | 43 | 48 | 54 | 43 |
Avg Bars in Winners | 27 | 33 | 22 | 54 | 59 | 50 |
Avg Bars in Losers | 74 | 78 | 69 | 43 | 50 | 36 |
Bars Traded | 3520 | 1958 | 1562 | 3520 | 1958 | 1562 |
Profit Streak | 8.5462 | 58.5462 | 0 | 0 | 0 | 161.5462 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -663066 | -297126 | -580059 | -663969 | -581860 | 321115 |
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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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