Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1217574.94 | 265830.5293 | -1483405.4692 | -514109.631 | -14448439.1974 | 13934329.5664 |
Total P&L (%) | -1217.5749 | 265.8305 | -1483.4055 | -514.1096 | -14448.4392 | 13934.3296 |
Avg Daily Profit (%) | -0.6199 | 0.1354 | -0.7553 | 0 | 0 | 0.2521 |
Buy And Hold Return (%) | 2798.3957 | 2798.3957 | 2798.3957 | 2798.3957 | 2798.3957 | 2798.3957 |
Max Trade Drawdown | -1505776 | -123871 | -1635281 | -26231712 | -19387584 | -8217758 |
Profit Factor | 0.3949 | 2.1253 | 0.1647 | 0.9841 | 0.313 | 2.2329 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 46 | 23 | 23 | 42 | 23 | 19 |
Losing Trades | 29 | 14 | 15 | 33 | 14 | 19 |
Profitability (%) | 61.3333 | 62.1622 | 60.5263 | 56 | 62.1622 | 50 |
Ratio Avg Win / Avg Loss | 0.249 | 1.2937 | 0.1074 | 0.7732 | 0.1905 | 2.2329 |
Largest Winning Trade | 154437 | 154437 | 54642 | 21594794 | 3037429 | 21594794 |
Largest Losing Trade | -1448505 | -52115 | -1448505 | -15485604 | -15485604 | -5848729 |
Avg Bars in Trades | 49 | 50 | 48 | 49 | 50 | 48 |
Avg Bars in Winners | 34 | 35 | 32 | 56 | 56 | 56 |
Avg Bars in Losers | 73 | 74 | 72 | 40 | 41 | 39 |
Bars Traded | 3695 | 1864 | 1831 | 3695 | 1864 | 1831 |
Profit Streak | 0 | 0 | 0 | 422.1067 | 438.6067 | 422.1067 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -640308 | -173601 | -579400 | -640037 | -578610 | 431240 |
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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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