Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1235560.1829 | -59872.4111 | -1175687.7718 | -157229.2485 | 3188341.6516 | -3345570.9001 |
Total P&L (%) | -1235.5602 | -59.8724 | -1175.6878 | -157.2292 | 3188.3417 | -3345.5709 |
Avg Daily Profit (%) | -0.5236 | -0.0254 | -0.4982 | 0 | 0.1481 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1499367 | -223585 | -1303122 | -4900547 | -181132 | -4993799 |
Profit Factor | 0.3475 | 0.8486 | 0.2152 | 0.9741 | 7.2833 | 0.3978 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 45 | 21 | 24 | 39 | 23 | 16 |
Losing Trades | 29 | 16 | 13 | 35 | 14 | 21 |
Profitability (%) | 60.8108 | 56.7568 | 64.8649 | 52.7027 | 62.1622 | 43.2432 |
Ratio Avg Win / Avg Loss | 0.2239 | 0.6465 | 0.1166 | 0.8742 | 4.4333 | 0.5221 |
Largest Winning Trade | 67849 | 67849 | 31518 | 2218949 | 2218949 | 1076174 |
Largest Losing Trade | -1219897 | -64184 | -1219897 | -4900547 | -181132 | -4900547 |
Avg Bars in Trades | 124 | 147 | 101 | 124 | 147 | 101 |
Avg Bars in Winners | 80 | 95 | 67 | 151 | 177 | 114 |
Avg Bars in Losers | 191 | 215 | 162 | 93 | 98 | 91 |
Bars Traded | 9196 | 5455 | 3741 | 9196 | 5455 | 3741 |
Profit Streak | 38.5046 | 38.5046 | 140.5046 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -646445 | -579350 | -577462 | -649205 | 548282 | -583400 |
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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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