Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1650448.8154 | 132572.5641 | -1783021.3795 | 1685391.8696 | -7311467.8235 | 8996859.6931 |
Total P&L (%) | -1650.4488 | 132.5726 | -1783.0214 | 1685.3919 | -7311.4678 | 8996.8597 |
Avg Daily Profit (%) | -0.8404 | 0.0675 | -0.9079 | 0.1469 | 0 | 0.2299 |
Buy And Hold Return (%) | 3393.5543 | 3393.5543 | 3393.5543 | 3393.5543 | 3393.5543 | 3393.5543 |
Max Trade Drawdown | -1860078 | -108574 | -1886466 | -25380285 | -20213301 | -7679691 |
Profit Factor | 0.245 | 1.7354 | 0.111 | 1.039 | 0.6994 | 1.4772 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 57 | 27 | 30 | 55 | 25 | 30 |
Losing Trades | 20 | 11 | 9 | 22 | 13 | 9 |
Profitability (%) | 74.026 | 71.0526 | 76.9231 | 71.4286 | 65.7895 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.086 | 0.707 | 0.0333 | 0.4156 | 0.3637 | 0.4432 |
Largest Winning Trade | 38949 | 38949 | 30982 | 18411561 | 6472548 | 18411561 |
Largest Losing Trade | -1639112 | -62666 | -1639112 | -12398003 | -12398003 | -7439985 |
Avg Bars in Trades | 70 | 70 | 70 | 70 | 70 | 70 |
Avg Bars in Winners | 33 | 34 | 31 | 37 | 37 | 37 |
Avg Bars in Losers | 177 | 158 | 200 | 153 | 134 | 181 |
Bars Traded | 5441 | 2679 | 2762 | 5441 | 2679 | 2762 |
Profit Streak | 406.8718 | 0 | 638.5385 | 406.8718 | 0 | 638.5385 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -623077 | -265328 | -575869 | -384247 | -578718 | 334105 |
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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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