Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1031416.3287 | 75766.507 | -1107182.8358 | -1432764.3521 | -9401478.9484 | 7968714.5963 |
Total P&L (%) | -1031.4163 | 75.7665 | -1107.1828 | -1432.7644 | -9401.4789 | 7968.7146 |
Avg Daily Profit (%) | -0.5641 | 0.0414 | -0.6055 | 0 | 0 | 0.2404 |
Buy And Hold Return (%) | 700.7527 | 700.7527 | 700.7527 | 700.7527 | 700.7527 | 700.7527 |
Max Trade Drawdown | -1155214 | -165640 | -1165817 | -17287211 | -12512180 | -5662184 |
Profit Factor | 0.4147 | 1.2447 | 0.2377 | 0.9569 | 0.452 | 1.4942 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 46 | 26 | 20 | 37 | 19 | 18 |
Losing Trades | 31 | 13 | 18 | 40 | 20 | 20 |
Profitability (%) | 59.7403 | 66.6667 | 52.6316 | 48.0519 | 48.7179 | 47.3684 |
Ratio Avg Win / Avg Loss | 0.2794 | 0.6223 | 0.2139 | 1.0345 | 0.4758 | 1.6602 |
Largest Winning Trade | 73326 | 73326 | 48374 | 15442316 | 1965075 | 15442316 |
Largest Losing Trade | -592310 | -77247 | -592310 | -11319135 | -11319135 | -5662184 |
Avg Bars in Trades | 92 | 95 | 88 | 92 | 95 | 88 |
Avg Bars in Winners | 51 | 51 | 50 | 92 | 98 | 85 |
Avg Bars in Losers | 152 | 184 | 130 | 91 | 93 | 90 |
Bars Traded | 7087 | 3735 | 3352 | 7087 | 3735 | 3352 |
Profit Streak | 19.5599 | 79.8099 | 0 | 0 | 0 | 25.0599 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -624957 | -301707 | -580423 | -626146 | -581255 | 370712 |
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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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