Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2010772.6005 | -85656.0263 | -1925116.5742 | -571.5969 | 3974983.0476 | -3975554.6445 |
Total P&L (%) | -2010.7726 | -85.656 | -1925.1166 | -0.5716 | 3974.983 | -3975.5546 |
Avg Daily Profit (%) | -1.0728 | -0.0457 | -1.0271 | -0.0003 | 0.198 | 0 |
Buy And Hold Return (%) | 640.1005 | 640.1005 | 640.1005 | 640.1005 | 640.1005 | 640.1005 |
Max Trade Drawdown | -2113046 | -174103 | -1985483 | -4364366 | -727368 | -5171568 |
Profit Factor | 0.2177 | 0.7351 | 0.1432 | 0.9999 | 3.7684 | 0.4893 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 47 | 20 | 27 | 41 | 25 | 16 |
Losing Trades | 30 | 18 | 12 | 36 | 13 | 23 |
Profitability (%) | 61.039 | 52.6316 | 69.2308 | 53.2468 | 65.7895 | 41.0256 |
Ratio Avg Win / Avg Loss | 0.139 | 0.6616 | 0.0637 | 0.878 | 1.9596 | 0.7034 |
Largest Winning Trade | 38065 | 38065 | 28196 | 2269717 | 2269717 | 1800592 |
Largest Losing Trade | -1370198 | -63535 | -1370198 | -2365070 | -727368 | -2365070 |
Avg Bars in Trades | 71 | 78 | 65 | 71 | 78 | 65 |
Avg Bars in Winners | 38 | 37 | 39 | 83 | 88 | 76 |
Avg Bars in Losers | 122 | 122 | 122 | 58 | 59 | 57 |
Bars Traded | 5508 | 2971 | 2537 | 5508 | 2971 | 2537 |
Profit Streak | 61.5262 | 83.1929 | 61.5262 | 61.5262 | 83.1929 | 61.5262 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -623784 | -579058 | -576873 | -625072 | 641195 | -582856 |
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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) |
---|