Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -920677.1631 | -10999.3575 | -909677.8057 | -585409.9526 | -2332248.8078 | 1746838.8552 |
Total P&L (%) | -920.6772 | -10.9994 | -909.6778 | -585.41 | -2332.2488 | 1746.8389 |
Avg Daily Profit (%) | -0.508 | -0.0061 | -0.5019 | 0 | 0 | 0.161 |
Buy And Hold Return (%) | 478.3393 | 478.3393 | 478.3393 | 478.3393 | 478.3393 | 478.3393 |
Max Trade Drawdown | -520417 | -120102 | -488454 | -5833864 | -4291164 | -1650433 |
Profit Factor | 0.3227 | 0.9537 | 0.1892 | 0.9286 | 0.5575 | 1.5975 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 38 | 17 | 21 | 39 | 20 | 19 |
Losing Trades | 36 | 20 | 16 | 35 | 17 | 18 |
Profitability (%) | 51.3514 | 45.9459 | 56.7568 | 52.7027 | 54.0541 | 51.3514 |
Ratio Avg Win / Avg Loss | 0.3057 | 1.122 | 0.1441 | 0.8333 | 0.4739 | 1.5134 |
Largest Winning Trade | 38877 | 36426 | 38877 | 2073632 | 849940 | 2073632 |
Largest Losing Trade | -480449 | -78514 | -480449 | -3774812 | -3774812 | -1352317 |
Avg Bars in Trades | 45 | 51 | 40 | 45 | 51 | 40 |
Avg Bars in Winners | 30 | 29 | 31 | 35 | 34 | 36 |
Avg Bars in Losers | 61 | 70 | 51 | 57 | 71 | 43 |
Bars Traded | 3402 | 1912 | 1490 | 3402 | 1912 | 1490 |
Profit Streak | 0 | 0 | 0 | 28.6025 | 28.6025 | 32.1025 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -649380 | -580682 | -579896 | -647703 | -579239 | 337105 |
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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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