Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1289410.9787 | -123452.1323 | -1165958.8464 | -72836.5963 | -2686794.0182 | 2613957.4218 |
Total P&L (%) | -1289.411 | -123.4521 | -1165.9588 | -72.8366 | -2686.794 | 2613.9574 |
Avg Daily Profit (%) | -0.6859 | -0.0657 | -0.6202 | -0.0693 | 0 | 0.1758 |
Buy And Hold Return (%) | 271.0355 | 271.0355 | 271.0355 | 271.0355 | 271.0355 | 271.0355 |
Max Trade Drawdown | -1434132 | -237336 | -1197787 | -4958716 | -4370650 | -1975289 |
Profit Factor | 0.2321 | 0.6325 | 0.1319 | 0.9908 | 0.4425 | 1.8374 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 39 | 16 | 23 | 43 | 20 | 23 |
Losing Trades | 33 | 20 | 13 | 29 | 16 | 13 |
Profitability (%) | 54.1667 | 44.4444 | 63.8889 | 59.7222 | 55.5556 | 63.8889 |
Ratio Avg Win / Avg Loss | 0.1964 | 0.7907 | 0.0746 | 0.6682 | 0.354 | 1.0385 |
Largest Winning Trade | 85933 | 85933 | 19943 | 3114906 | 551169 | 3114906 |
Largest Losing Trade | -791446 | -59216 | -791446 | -2947662 | -2947662 | -1804958 |
Avg Bars in Trades | 152 | 178 | 127 | 152 | 178 | 127 |
Avg Bars in Winners | 84 | 106 | 69 | 103 | 111 | 97 |
Avg Bars in Losers | 233 | 235 | 230 | 225 | 262 | 180 |
Bars Traded | 11011 | 6414 | 4597 | 11011 | 6414 | 4597 |
Profit Streak | 121.8602 | 165.8602 | 121.8602 | 121.8602 | 165.8602 | 121.8602 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -662351 | -581586 | -578021 | -661631 | -578706 | 466657 |
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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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