Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1375969.0986 | 161056.1741 | -1537025.2727 | 147350.0694 | -8950907.421 | 9098257.4904 |
Total P&L (%) | -1375.9691 | 161.0562 | -1537.0253 | 147.3501 | -8950.9074 | 9098.2575 |
Avg Daily Profit (%) | -0.701 | 0.082 | -0.783 | 0.0461 | 0 | 0.2306 |
Buy And Hold Return (%) | 1484.1336 | 1484.1336 | 1484.1336 | 1484.1336 | 1484.1336 | 1484.1336 |
Max Trade Drawdown | -1696143 | -104225 | -1683642 | -15862142 | -9565579 | -10578899 |
Profit Factor | 0.3511 | 1.6111 | 0.1723 | 1.0057 | 0.1339 | 1.5798 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 46 | 24 | 22 | 48 | 24 | 24 |
Losing Trades | 30 | 14 | 16 | 28 | 14 | 14 |
Profitability (%) | 60.5263 | 63.1579 | 57.8947 | 63.1579 | 63.1579 | 63.1579 |
Ratio Avg Win / Avg Loss | 0.229 | 0.9398 | 0.1253 | 0.5866 | 0.0781 | 0.9216 |
Largest Winning Trade | 61644 | 61644 | 57016 | 22745646 | 240876 | 22745646 |
Largest Losing Trade | -1391907 | -65179 | -1391907 | -10490138 | -5761762 | -10490138 |
Avg Bars in Trades | 149 | 153 | 146 | 149 | 153 | 146 |
Avg Bars in Winners | 85 | 93 | 77 | 90 | 93 | 87 |
Avg Bars in Losers | 248 | 256 | 241 | 252 | 256 | 248 |
Bars Traded | 11396 | 5823 | 5573 | 11396 | 5823 | 5573 |
Profit Streak | 443.7568 | 443.7568 | 565.0902 | 443.7568 | 443.7568 | 565.0902 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -631575 | -246613 | -578407 | -563477 | -578474 | 392388 |
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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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