Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -958973.7017 | 122398.7514 | -1081372.4531 | 550136.2209 | 5545405.5448 | -4995269.3239 |
Total P&L (%) | -958.9737 | 122.3988 | -1081.3725 | 550.1362 | 5545.4055 | -4995.2693 |
Avg Daily Profit (%) | -0.5135 | 0.0655 | -0.579 | 0.1003 | 0.2162 | 0 |
Buy And Hold Return (%) | 533.1407 | 533.1407 | 533.1407 | 533.1407 | 533.1407 | 533.1407 |
Max Trade Drawdown | -973280 | -129055 | -1085613 | -12926943 | -2253526 | -17341781 |
Profit Factor | 0.4737 | 1.3781 | 0.2783 | 1.0172 | 1.6042 | 0.7808 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 41 | 20 | 21 | 33 | 18 | 15 |
Losing Trades | 32 | 17 | 15 | 40 | 19 | 21 |
Profitability (%) | 56.1644 | 54.0541 | 58.3333 | 45.2055 | 48.6486 | 41.6667 |
Ratio Avg Win / Avg Loss | 0.3697 | 1.1714 | 0.1988 | 1.233 | 1.6933 | 1.0931 |
Largest Winning Trade | 118288 | 118288 | 48696 | 6783857 | 4635884 | 6783857 |
Largest Losing Trade | -533652 | -53912 | -533652 | -9002924 | -2253526 | -9002924 |
Avg Bars in Trades | 48 | 44 | 53 | 48 | 44 | 53 |
Avg Bars in Winners | 38 | 31 | 46 | 52 | 52 | 53 |
Avg Bars in Losers | 61 | 59 | 64 | 45 | 36 | 53 |
Bars Traded | 3569 | 1631 | 1938 | 3569 | 1631 | 1938 |
Profit Streak | 38.4993 | 38.4993 | 56.9993 | 38.4993 | 38.4993 | 56.9993 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -654990 | -269556 | -579138 | -493277 | 404588 | -581792 |
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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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