Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1728793.828 | 75590.3442 | -1804384.1722 | 628313.5562 | -5513676.584 | 6141990.1402 |
Total P&L (%) | -1728.7938 | 75.5903 | -1804.3842 | 628.3136 | -5513.6766 | 6141.9901 |
Avg Daily Profit (%) | -0.8802 | 0.0385 | -0.9187 | 0.1011 | 0 | 0.2107 |
Buy And Hold Return (%) | 2239.0875 | 2239.0875 | 2239.0875 | 2239.0875 | 2239.0875 | 2239.0875 |
Max Trade Drawdown | -1891542 | -128359 | -1907630 | -10346960 | -8961098 | -3685870 |
Profit Factor | 0.2574 | 1.2887 | 0.1267 | 1.0272 | 0.5994 | 1.6597 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 62 | 32 | 30 | 58 | 29 | 29 |
Losing Trades | 25 | 11 | 14 | 29 | 14 | 15 |
Profitability (%) | 71.2644 | 74.4186 | 68.1818 | 66.6667 | 67.4419 | 65.9091 |
Ratio Avg Win / Avg Loss | 0.1038 | 0.443 | 0.0591 | 0.5136 | 0.2894 | 0.8585 |
Largest Winning Trade | 33030 | 33030 | 24059 | 10851099 | 2050377 | 10851099 |
Largest Losing Trade | -1578604 | -60817 | -1578604 | -5474280 | -5474280 | -2740917 |
Avg Bars in Trades | 42 | 44 | 40 | 42 | 44 | 40 |
Avg Bars in Winners | 17 | 18 | 16 | 20 | 20 | 20 |
Avg Bars in Losers | 104 | 120 | 91 | 86 | 95 | 79 |
Bars Traded | 3696 | 1923 | 1773 | 3696 | 1923 | 1773 |
Profit Streak | 407.9027 | 0 | 563.4027 | 407.9027 | 0 | 563.4027 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576925 | -305702 | -577011 | -412285 | -578466 | 310584 |
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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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