Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1413171.1078 | -15418.2633 | -1397752.8445 | 380562.4299 | -8443975.3216 | 8824537.7515 |
Total P&L (%) | -1413.1711 | -15.4183 | -1397.7528 | 380.5624 | -8443.9753 | 8824.5378 |
Avg Daily Profit (%) | -0.5967 | -0.0065 | -0.5901 | 0.0663 | 0 | 0.1898 |
Buy And Hold Return (%) | 594.9662 | 594.9662 | 594.9662 | 594.9662 | 594.9662 | 594.9662 |
Max Trade Drawdown | -1573640 | -150929 | -1471360 | -18072979 | -14621532 | -12836700 |
Profit Factor | 0.278 | 0.9477 | 0.1592 | 1.0094 | 0.6234 | 1.4922 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 45 | 20 | 25 | 47 | 21 | 26 |
Losing Trades | 32 | 18 | 14 | 30 | 17 | 13 |
Profitability (%) | 58.4416 | 52.6316 | 64.1026 | 61.039 | 55.2632 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.1977 | 0.853 | 0.0891 | 0.6443 | 0.5046 | 0.7461 |
Largest Winning Trade | 79341 | 79341 | 39823 | 10357422 | 2952468 | 10357422 |
Largest Losing Trade | -908655 | -57385 | -908655 | -7980424 | -6566533 | -7980424 |
Avg Bars in Trades | 60 | 72 | 48 | 60 | 72 | 48 |
Avg Bars in Winners | 38 | 54 | 25 | 44 | 51 | 38 |
Avg Bars in Losers | 91 | 92 | 89 | 84 | 97 | 67 |
Bars Traded | 4631 | 2745 | 1886 | 4631 | 2745 | 1886 |
Profit Streak | 31.7958 | 38.7958 | 31.7958 | 31.7958 | 38.7958 | 31.7958 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -624685 | -579877 | -578388 | -525573 | -579536 | 369503 |
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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) |
---|