Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1589772.5923 | 72310.8417 | -1662083.434 | -1727288.3465 | 3199926.1038 | -4927214.4503 |
Total P&L (%) | -1589.7726 | 72.3108 | -1662.0834 | -1727.2883 | 3199.9261 | -4927.2145 |
Avg Daily Profit (%) | -0.7176 | 0.0326 | -0.7502 | 0 | 0.1579 | 0 |
Buy And Hold Return (%) | 262.6484 | 262.6484 | 262.6484 | 262.6484 | 262.6484 | 262.6484 |
Max Trade Drawdown | -1806611 | -112192 | -1774644 | -4879722 | -1367906 | -4931171 |
Profit Factor | 0.2772 | 1.2466 | 0.128 | 0.8485 | 1.7049 | 0.2823 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 49 | 24 | 25 | 29 | 18 | 11 |
Losing Trades | 25 | 13 | 12 | 45 | 19 | 26 |
Profitability (%) | 66.2162 | 64.8649 | 67.5676 | 39.1892 | 48.6486 | 29.7297 |
Ratio Avg Win / Avg Loss | 0.1414 | 0.6752 | 0.0614 | 1.3167 | 1.7997 | 0.6673 |
Largest Winning Trade | 39685 | 39685 | 31229 | 1726677 | 1726677 | 1115352 |
Largest Losing Trade | -1747477 | -49031 | -1747477 | -3195009 | -757591 | -3195009 |
Avg Bars in Trades | 114 | 166 | 62 | 114 | 166 | 62 |
Avg Bars in Winners | 40 | 53 | 27 | 178 | 236 | 83 |
Avg Bars in Losers | 261 | 375 | 137 | 73 | 100 | 54 |
Bars Traded | 8487 | 6158 | 2329 | 8487 | 6158 | 2329 |
Profit Streak | 74.6937 | 74.6937 | 283.9437 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -645802 | -314484 | -577146 | -652093 | 374005 | -589741 |
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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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