Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1575184.2308 | -37469.0205 | -1537715.2103 | -315965.0141 | -8933142.219 | 8617177.2049 |
Total P&L (%) | -1575.1842 | -37.469 | -1537.7152 | -315.965 | -8933.1422 | 8617.1772 |
Avg Daily Profit (%) | -0.8428 | -0.02 | -0.8227 | 0 | 0 | 0.2393 |
Buy And Hold Return (%) | 549.9328 | 549.9328 | 549.9328 | 549.9328 | 549.9328 | 549.9328 |
Max Trade Drawdown | -1679537 | -165362 | -1589341 | -7634487 | -9077517 | -2033857 |
Profit Factor | 0.2005 | 0.85 | 0.1062 | 0.9782 | 0.1149 | 2.9629 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 52 | 24 | 28 | 40 | 17 | 23 |
Losing Trades | 22 | 13 | 9 | 34 | 20 | 14 |
Profitability (%) | 70.2703 | 64.8649 | 75.6757 | 54.0541 | 45.9459 | 62.1622 |
Ratio Avg Win / Avg Loss | 0.0848 | 0.4604 | 0.0342 | 0.8315 | 0.1351 | 1.8035 |
Largest Winning Trade | 36624 | 36624 | 31877 | 10098069 | 338499 | 10098069 |
Largest Losing Trade | -1157973 | -63926 | -1157973 | -4358635 | -4358635 | -1649112 |
Avg Bars in Trades | 70 | 76 | 63 | 70 | 76 | 63 |
Avg Bars in Winners | 20 | 19 | 21 | 36 | 26 | 43 |
Avg Bars in Losers | 187 | 183 | 193 | 109 | 119 | 95 |
Bars Traded | 5193 | 2843 | 2350 | 5193 | 2843 | 2350 |
Profit Streak | 10.4953 | 48.8287 | 10.4953 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -645070 | -577855 | -576345 | -648752 | -582349 | 562122 |
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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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