Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1525769.5247 | 126986.6379 | -1652756.1626 | 996670.2647 | -9770260.8205 | 10766931.0852 |
Total P&L (%) | -1525.7695 | 126.9866 | -1652.7562 | 996.6703 | -9770.2608 | 10766.9311 |
Avg Daily Profit (%) | -0.7773 | 0.0647 | -0.842 | 0.1221 | 0 | 0.2391 |
Buy And Hold Return (%) | 1823.9351 | 1823.9351 | 1823.9351 | 1823.9351 | 1823.9351 | 1823.9351 |
Max Trade Drawdown | -1763038 | -83725 | -1782737 | -11508981 | -10468168 | -7270698 |
Profit Factor | 0.3165 | 1.5527 | 0.1746 | 1.0362 | 0.1996 | 1.7031 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 51 | 26 | 25 | 49 | 24 | 25 |
Losing Trades | 27 | 13 | 14 | 29 | 15 | 14 |
Profitability (%) | 65.3846 | 66.6667 | 64.1026 | 62.8205 | 61.5385 | 64.1026 |
Ratio Avg Win / Avg Loss | 0.1675 | 0.7764 | 0.0978 | 0.6133 | 0.1248 | 0.9538 |
Largest Winning Trade | 49929 | 35736 | 49929 | 22728435 | 588861 | 22728435 |
Largest Losing Trade | -1490266 | -59872 | -1490266 | -5932993 | -3422107 | -5932993 |
Avg Bars in Trades | 146 | 150 | 142 | 146 | 150 | 142 |
Avg Bars in Winners | 76 | 82 | 70 | 82 | 87 | 78 |
Avg Bars in Losers | 278 | 287 | 270 | 254 | 253 | 256 |
Bars Traded | 11428 | 5886 | 5542 | 11428 | 5886 | 5542 |
Profit Streak | 442.5738 | 442.5738 | 565.4071 | 442.5738 | 442.5738 | 565.4071 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -615945 | -269602 | -577595 | -413256 | -578676 | 405839 |
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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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