Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -509955.0374 | 180009.0496 | -689964.087 | -174363.5952 | -4657499.5298 | 4483135.9346 |
Total P&L (%) | -509.955 | 180.0091 | -689.9641 | -174.3636 | -4657.4995 | 4483.1359 |
Avg Daily Profit (%) | -0.2814 | 0.0993 | -0.3807 | 0 | 0 | 0.2113 |
Buy And Hold Return (%) | 573.6233 | 573.6233 | 573.6233 | 573.6233 | 573.6233 | 573.6233 |
Max Trade Drawdown | -557216 | -112383 | -716383 | -9246999 | -7195208 | -4001740 |
Profit Factor | 0.619 | 1.5921 | 0.3329 | 0.9922 | 0.5846 | 1.3974 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 42 | 21 | 21 | 36 | 17 | 19 |
Losing Trades | 34 | 17 | 17 | 40 | 21 | 19 |
Profitability (%) | 55.2632 | 55.2632 | 55.2632 | 47.3684 | 44.7368 | 50 |
Ratio Avg Win / Avg Loss | 0.5011 | 1.2888 | 0.2695 | 1.1025 | 0.7222 | 1.3974 |
Largest Winning Trade | 81420 | 81420 | 46363 | 10583463 | 2137682 | 10583463 |
Largest Losing Trade | -479428 | -64522 | -479428 | -5807960 | -5807960 | -2318991 |
Avg Bars in Trades | 46 | 40 | 52 | 46 | 40 | 52 |
Avg Bars in Winners | 34 | 28 | 40 | 49 | 43 | 55 |
Avg Bars in Losers | 61 | 55 | 66 | 43 | 38 | 49 |
Bars Traded | 3524 | 1540 | 1984 | 3524 | 1540 | 1984 |
Profit Streak | 34.7401 | 63.7401 | 34.7401 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -632603 | -223040 | -579540 | -633912 | -582811 | 317733 |
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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) |
---|