Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1119116.0674 | -33512.0028 | -1085604.0646 | -278884.6187 | -4795922.2776 | 4517037.6589 |
Total P&L (%) | -1119.1161 | -33.512 | -1085.6041 | -278.8846 | -4795.9223 | 4517.0377 |
Avg Daily Profit (%) | -0.5989 | -0.0179 | -0.581 | 0 | 0 | 0.2053 |
Buy And Hold Return (%) | 583.8624 | 583.8624 | 583.8624 | 583.8624 | 583.8624 | 583.8624 |
Max Trade Drawdown | -1344238 | -225000 | -1202426 | -4116229 | -4883677 | -1458395 |
Profit Factor | 0.2946 | 0.8857 | 0.1606 | 0.9655 | 0.1478 | 2.8473 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 57 | 28 | 29 | 31 | 13 | 18 |
Losing Trades | 18 | 9 | 9 | 44 | 24 | 20 |
Profitability (%) | 76 | 75.6757 | 76.3158 | 41.3333 | 35.1351 | 47.3684 |
Ratio Avg Win / Avg Loss | 0.093 | 0.2847 | 0.0498 | 1.3703 | 0.2729 | 3.1637 |
Largest Winning Trade | 40304 | 40304 | 20855 | 5084853 | 356216 | 5084853 |
Largest Losing Trade | -595704 | -62481 | -595704 | -2341872 | -2341872 | -1458395 |
Avg Bars in Trades | 70 | 90 | 51 | 70 | 90 | 51 |
Avg Bars in Winners | 21 | 24 | 18 | 53 | 61 | 47 |
Avg Bars in Losers | 227 | 296 | 158 | 82 | 106 | 54 |
Bars Traded | 5290 | 3345 | 1945 | 5290 | 3345 | 1945 |
Profit Streak | 0 | 153.7357 | 0 | 17.4024 | 0 | 31.7357 |
Trades During Streak | 0 | 11 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -638407 | -575857 | -577353 | -643191 | -586553 | 469744 |
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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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