Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -928571.6629 | 19830.5087 | -948402.1716 | 713749.2631 | -2879588.5222 | 3593337.7853 |
Total P&L (%) | -928.5717 | 19.8305 | -948.4022 | 713.7493 | -2879.5885 | 3593.3378 |
Avg Daily Profit (%) | -0.492 | 0.0105 | -0.5025 | 0.1111 | 0 | 0.1914 |
Buy And Hold Return (%) | 330.9143 | 330.9143 | 330.9143 | 330.9143 | 330.9143 | 330.9143 |
Max Trade Drawdown | -1073836 | -125885 | -1027784 | -2812876 | -3194877 | -1525127 |
Profit Factor | 0.3159 | 1.0885 | 0.1631 | 1.1082 | 0.3566 | 2.6949 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 59 | 29 | 30 | 55 | 27 | 28 |
Losing Trades | 13 | 7 | 6 | 17 | 9 | 8 |
Profitability (%) | 81.9444 | 80.5556 | 83.3333 | 76.3889 | 75 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.0696 | 0.2627 | 0.0326 | 0.3425 | 0.1189 | 0.77 |
Largest Winning Trade | 19942 | 19942 | 14122 | 4438929 | 432637 | 4438929 |
Largest Losing Trade | -845788 | -66004 | -845788 | -2040148 | -2040148 | -1165955 |
Avg Bars in Trades | 49 | 57 | 40 | 49 | 57 | 40 |
Avg Bars in Winners | 16 | 11 | 21 | 19 | 15 | 24 |
Avg Bars in Losers | 198 | 248 | 139 | 144 | 184 | 99 |
Bars Traded | 3553 | 2079 | 1474 | 3553 | 2079 | 1474 |
Profit Streak | 14.2523 | 34.7523 | 0 | 14.2523 | 34.7523 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -659606 | -464979 | -576567 | -232700 | -576997 | 501347 |
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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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