Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1824820.5533 | 10041.9571 | -1834862.5104 | 557661.8395 | -13058169.339 | 13615831.1785 |
Total P&L (%) | -1824.8206 | 10.042 | -1834.8625 | 557.6618 | -13058.1693 | 13615.8312 |
Avg Daily Profit (%) | -1.0194 | 0.0056 | -1.025 | 0.1053 | 0 | 0.2753 |
Buy And Hold Return (%) | 247.4525 | 247.4525 | 247.4525 | 247.4525 | 247.4525 | 247.4525 |
Max Trade Drawdown | -1925654 | -172474 | -1006741 | -20080599 | -22912529 | -3401606 |
Profit Factor | 0.2585 | 1.0249 | 0.1084 | 1.0127 | 0.6106 | 2.3005 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 41 | 19 | 22 | 43 | 20 | 23 |
Losing Trades | 35 | 19 | 16 | 33 | 18 | 15 |
Profitability (%) | 53.9474 | 50 | 57.8947 | 56.5789 | 52.6316 | 60.5263 |
Ratio Avg Win / Avg Loss | 0.2206 | 1.0249 | 0.0789 | 0.7772 | 0.5496 | 1.5003 |
Largest Winning Trade | 79241 | 79241 | 32884 | 13438514 | 8537938 | 13438514 |
Largest Losing Trade | -990320 | -69917 | -990320 | -12801790 | -12801790 | -2688544 |
Avg Bars in Trades | 135 | 154 | 116 | 135 | 154 | 116 |
Avg Bars in Winners | 53 | 43 | 61 | 66 | 52 | 78 |
Avg Bars in Losers | 232 | 265 | 192 | 225 | 267 | 175 |
Bars Traded | 10305 | 5870 | 4435 | 10305 | 5870 | 4435 |
Profit Streak | 12.4233 | 0 | 12.9233 | 12.4233 | 0 | 12.9233 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -633427 | -544196 | -579131 | -317511 | -580423 | 541744 |
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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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