Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -239055.3224 | 510993.9502 | -750049.2726 | 6621154.8575 | 20031973.8652 | -13410819.0077 |
Total P&L (%) | -239.0553 | 510.994 | -750.0493 | 6621.1549 | 20031.9739 | -13410.819 |
Avg Daily Profit (%) | -0.1054 | 0.2253 | -0.3307 | 0.1857 | 0.2342 | 0 |
Buy And Hold Return (%) | 10881.004 | 10881.004 | 10881.004 | 10881.004 | 10881.004 | 10881.004 |
Max Trade Drawdown | -749349 | -76368 | -881003 | -20523686 | -3669193 | -21900945 |
Profit Factor | 0.8165 | 3.6617 | 0.3249 | 1.1762 | 3.4963 | 0.5463 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 41 | 23 | 18 | 41 | 22 | 19 |
Losing Trades | 31 | 13 | 18 | 31 | 14 | 17 |
Profitability (%) | 56.9444 | 63.8889 | 50 | 56.9444 | 61.1111 | 52.7778 |
Ratio Avg Win / Avg Loss | 0.6174 | 2.0697 | 0.3249 | 0.8893 | 2.2249 | 0.4888 |
Largest Winning Trade | 105309 | 105309 | 67522 | 8459432 | 8459432 | 3730610 |
Largest Losing Trade | -459678 | -34984 | -459678 | -20523686 | -1779144 | -20523686 |
Avg Bars in Trades | 91 | 106 | 77 | 91 | 106 | 77 |
Avg Bars in Winners | 98 | 105 | 90 | 101 | 107 | 94 |
Avg Bars in Losers | 83 | 109 | 64 | 79 | 105 | 57 |
Bars Traded | 6615 | 3841 | 2774 | 6615 | 3841 | 2774 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -663377 | -148911 | -580780 | -268857 | 306251 | -580420 |
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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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