Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1358445.6696 | 156465.281 | -1514910.9506 | 258000.6617 | -4814292.2732 | 5072292.9349 |
Total P&L (%) | -1358.4457 | 156.4653 | -1514.911 | 258.0007 | -4814.2923 | 5072.2929 |
Avg Daily Profit (%) | -0.6917 | 0.0797 | -0.7713 | 0.065 | 0 | 0.2011 |
Buy And Hold Return (%) | 1600.5827 | 1600.5827 | 1600.5827 | 1600.5827 | 1600.5827 | 1600.5827 |
Max Trade Drawdown | -1605050 | -98876 | -1629876 | -7319295 | -5024504 | -4171263 |
Profit Factor | 0.3412 | 1.6275 | 0.1643 | 1.0218 | 0.1932 | 1.8608 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 48 | 25 | 23 | 46 | 23 | 23 |
Losing Trades | 26 | 12 | 14 | 28 | 14 | 14 |
Profitability (%) | 64.8649 | 67.5676 | 62.1622 | 62.1622 | 62.1622 | 62.1622 |
Ratio Avg Win / Avg Loss | 0.1848 | 0.7812 | 0.1 | 0.6219 | 0.1176 | 1.1326 |
Largest Winning Trade | 68824 | 68824 | 58259 | 9870843 | 473346 | 9870843 |
Largest Losing Trade | -1400144 | -60933 | -1400144 | -3609791 | -2878742 | -3609791 |
Avg Bars in Trades | 51 | 52 | 50 | 51 | 52 | 50 |
Avg Bars in Winners | 29 | 32 | 26 | 32 | 35 | 29 |
Avg Bars in Losers | 91 | 94 | 88 | 82 | 82 | 83 |
Bars Traded | 3807 | 1955 | 1852 | 3807 | 1955 | 1852 |
Profit Streak | 434.6802 | 434.6802 | 557.1802 | 434.6802 | 434.6802 | 557.1802 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -646012 | -249190 | -577844 | -535822 | -578610 | 375845 |
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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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