Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2490129.0177 | -12680.8288 | -2477448.1889 | -32478.0916 | -3646187.0798 | 3613708.9882 |
Total P&L (%) | -2490.129 | -12.6808 | -2477.4482 | -32.4781 | -3646.1871 | 3613.709 |
Avg Daily Profit (%) | -1.0522 | -0.0054 | -1.0469 | -0.0166 | 0 | 0.1529 |
Buy And Hold Return (%) | 596.5174 | 596.5174 | 596.5174 | 596.5174 | 596.5174 | 596.5174 |
Max Trade Drawdown | -2594350 | -127536 | -2571471 | -6255002 | -5840933 | -2400198 |
Profit Factor | 0.1754 | 0.9535 | 0.0982 | 0.9965 | 0.4476 | 2.3169 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 17 | 11 | 6 | 17 | 11 | 6 |
Profitability (%) | 76.7123 | 69.4444 | 83.7838 | 76.7123 | 69.4444 | 83.7838 |
Ratio Avg Win / Avg Loss | 0.0533 | 0.4195 | 0.019 | 0.3025 | 0.1969 | 0.4484 |
Largest Winning Trade | 27062 | 27062 | 22181 | 2449585 | 967720 | 2449585 |
Largest Losing Trade | -2376989 | -55724 | -2376989 | -2650997 | -2650997 | -1805233 |
Avg Bars in Trades | 61 | 76 | 47 | 61 | 76 | 47 |
Avg Bars in Winners | 20 | 21 | 20 | 29 | 17 | 38 |
Avg Bars in Losers | 196 | 201 | 187 | 168 | 211 | 91 |
Bars Traded | 4513 | 2760 | 1753 | 4513 | 2760 | 1753 |
Profit Streak | 79.3958 | 79.3958 | 283.8958 | 79.3958 | 79.3958 | 283.8958 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -651758 | -576890 | -575080 | -651758 | -576890 | 516188 |
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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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