Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -812022.7701 | 140563.2057 | -952585.9757 | -3654474.2888 | -13482610.9888 | 9828136.7 |
Total P&L (%) | -812.0228 | 140.5632 | -952.586 | -3654.4743 | -13482.611 | 9828.1367 |
Avg Daily Profit (%) | -0.4454 | 0.0771 | -0.5225 | 0 | 0 | 0.2525 |
Buy And Hold Return (%) | 694.7478 | 694.7478 | 694.7478 | 694.7478 | 694.7478 | 694.7478 |
Max Trade Drawdown | -1033319 | -144754 | -1057478 | -24618199 | -17696888 | -8893146 |
Profit Factor | 0.4831 | 1.5328 | 0.2713 | 0.9196 | 0.4393 | 1.4597 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 45 | 23 | 22 | 36 | 19 | 17 |
Losing Trades | 26 | 13 | 13 | 35 | 17 | 18 |
Profitability (%) | 63.3803 | 63.8889 | 62.8571 | 50.7042 | 52.7778 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.2791 | 0.8664 | 0.1603 | 0.894 | 0.3931 | 1.5456 |
Largest Winning Trade | 78517 | 78517 | 62618 | 20407886 | 2942484 | 20407886 |
Largest Losing Trade | -524223 | -74553 | -524223 | -15178168 | -15178168 | -6382943 |
Avg Bars in Trades | 50 | 53 | 47 | 50 | 53 | 47 |
Avg Bars in Winners | 31 | 33 | 29 | 50 | 47 | 53 |
Avg Bars in Losers | 82 | 88 | 77 | 50 | 59 | 41 |
Bars Traded | 3566 | 1916 | 1650 | 3566 | 1916 | 1650 |
Profit Streak | 0 | 0 | 43.5716 | 15.5716 | 32.0716 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -670043 | -254139 | -578567 | -671382 | -579879 | 363326 |
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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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