Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1154412.1857 | 2144.1869 | -1156556.3726 | -4142770.7514 | -9125213.1887 | 4982442.4373 |
Total P&L (%) | -1154.4122 | 2.1442 | -1156.5564 | -4142.7708 | -9125.2132 | 4982.4424 |
Avg Daily Profit (%) | -0.6355 | 0.0012 | -0.6367 | 0 | 0 | 0.2165 |
Buy And Hold Return (%) | 597.7201 | 597.7201 | 597.7201 | 597.7201 | 597.7201 | 597.7201 |
Max Trade Drawdown | -1206544 | -129453 | -1191946 | -21025082 | -12987395 | -9109794 |
Profit Factor | 0.3122 | 1.0077 | 0.1739 | 0.8764 | 0.5347 | 1.3583 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 51 | 23 | 28 | 30 | 13 | 17 |
Losing Trades | 21 | 13 | 8 | 42 | 23 | 19 |
Profitability (%) | 70.8333 | 63.8889 | 77.7778 | 41.6667 | 36.1111 | 47.2222 |
Ratio Avg Win / Avg Loss | 0.1285 | 0.5696 | 0.0497 | 1.227 | 0.946 | 1.5181 |
Largest Winning Trade | 36846 | 36846 | 32192 | 11270311 | 2861916 | 11270311 |
Largest Losing Trade | -584985 | -70522 | -584985 | -8264046 | -8264046 | -7979405 |
Avg Bars in Trades | 47 | 58 | 37 | 47 | 58 | 37 |
Avg Bars in Winners | 18 | 19 | 16 | 50 | 68 | 36 |
Avg Bars in Losers | 119 | 126 | 108 | 45 | 52 | 37 |
Bars Traded | 3434 | 2097 | 1337 | 3434 | 2097 | 1337 |
Profit Streak | 41.9369 | 61.9369 | 0 | 0 | 0 | 92.4369 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -661026 | -568374 | -577179 | -666129 | -586181 | 331431 |
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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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