Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1693397.1042 | 80482.352 | -1773879.4562 | 305577.8069 | -5041767.4929 | 5347345.2998 |
Total P&L (%) | -1693.3971 | 80.4824 | -1773.8795 | 305.5778 | -5041.7675 | 5347.3453 |
Avg Daily Profit (%) | -0.8624 | 0.041 | -0.9034 | 0.0713 | 0 | 0.2038 |
Buy And Hold Return (%) | 1434.7896 | 1434.7896 | 1434.7896 | 1434.7896 | 1434.7896 | 1434.7896 |
Max Trade Drawdown | -1913431 | -103093 | -1890306 | -7237919 | -5193326 | -4731213 |
Profit Factor | 0.2602 | 1.305 | 0.124 | 1.0226 | 0.1822 | 1.7285 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 47 | 24 | 23 | 47 | 23 | 24 |
Losing Trades | 27 | 13 | 14 | 27 | 14 | 13 |
Profitability (%) | 63.5135 | 64.8649 | 62.1622 | 63.5135 | 62.1622 | 64.8649 |
Ratio Avg Win / Avg Loss | 0.1495 | 0.7069 | 0.0755 | 0.5875 | 0.1109 | 0.9363 |
Largest Winning Trade | 57828 | 57828 | 34659 | 11659721 | 377951 | 11659721 |
Largest Losing Trade | -1605701 | -59564 | -1605701 | -4665993 | -2530238 | -4665993 |
Avg Bars in Trades | 102 | 106 | 98 | 102 | 106 | 98 |
Avg Bars in Winners | 57 | 62 | 51 | 60 | 64 | 57 |
Avg Bars in Losers | 180 | 187 | 174 | 174 | 175 | 173 |
Bars Traded | 7573 | 3937 | 3636 | 7573 | 3937 | 3636 |
Profit Streak | 433.6355 | 433.6355 | 559.3855 | 433.6355 | 433.6355 | 559.3855 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -646187 | -302966 | -577861 | -526185 | -578610 | 337341 |
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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) |
---|