Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -969789.9678 | 53724.4324 | -1023514.4002 | -1250758.6117 | -6912980.441 | 5662221.8293 |
Total P&L (%) | -969.79 | 53.7244 | -1023.5144 | -1250.7586 | -6912.9804 | 5662.2218 |
Avg Daily Profit (%) | -0.5309 | 0.0294 | -0.5603 | 0 | 0 | 0.2222 |
Buy And Hold Return (%) | 682.4249 | 682.4249 | 682.4249 | 682.4249 | 682.4249 | 682.4249 |
Max Trade Drawdown | -1087549 | -155917 | -1089116 | -13519462 | -10355132 | -3437998 |
Profit Factor | 0.3964 | 1.1878 | 0.225 | 0.9461 | 0.4803 | 1.5711 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 42 | 22 | 20 | 31 | 16 | 15 |
Losing Trades | 25 | 12 | 13 | 36 | 18 | 18 |
Profitability (%) | 62.6866 | 64.7059 | 60.6061 | 46.2687 | 47.0588 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.236 | 0.6479 | 0.1463 | 1.0987 | 0.5404 | 1.8853 |
Largest Winning Trade | 62866 | 62866 | 48038 | 9603736 | 1484135 | 9603736 |
Largest Losing Trade | -559460 | -77083 | -559460 | -8988559 | -8988559 | -2922380 |
Avg Bars in Trades | 158 | 168 | 147 | 158 | 168 | 147 |
Avg Bars in Winners | 100 | 104 | 97 | 144 | 150 | 138 |
Avg Bars in Losers | 254 | 287 | 223 | 169 | 185 | 153 |
Bars Traded | 10594 | 5739 | 4855 | 10594 | 5739 | 4855 |
Profit Streak | 48.8072 | 181.1406 | 0 | 0 | 0 | 115.3072 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -699570 | -331773 | -579427 | -701839 | -581939 | 354596 |
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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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