Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1408166.5778 | -51395.9561 | -1356770.6217 | -130162.1476 | -2312214.3149 | 2182052.1673 |
Total P&L (%) | -1408.1666 | -51.396 | -1356.7706 | -130.1621 | -2312.2143 | 2182.0522 |
Avg Daily Profit (%) | -0.7587 | -0.0277 | -0.731 | 0 | 0 | 0.1687 |
Buy And Hold Return (%) | 95.3405 | 95.3405 | 95.3405 | 95.3405 | 95.3405 | 95.3405 |
Max Trade Drawdown | -1508813 | -151524 | -1419375 | -3932368 | -2721376 | -3306474 |
Profit Factor | 0.2574 | 0.8341 | 0.1448 | 0.9869 | 0.4959 | 1.4057 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 44 | 18 | 26 | 34 | 16 | 18 |
Losing Trades | 23 | 15 | 8 | 33 | 17 | 16 |
Profitability (%) | 65.6716 | 54.5455 | 76.4706 | 50.7463 | 48.4848 | 52.9412 |
Ratio Avg Win / Avg Loss | 0.1346 | 0.6951 | 0.0446 | 0.9579 | 0.5269 | 1.2495 |
Largest Winning Trade | 38018 | 38018 | 30347 | 6660455 | 1539307 | 6660455 |
Largest Losing Trade | -1235249 | -67361 | -1235249 | -1918568 | -1079701 | -1918568 |
Avg Bars in Trades | 157 | 176 | 139 | 157 | 176 | 139 |
Avg Bars in Winners | 86 | 94 | 81 | 157 | 209 | 111 |
Avg Bars in Losers | 292 | 274 | 327 | 157 | 145 | 169 |
Bars Traded | 10548 | 5819 | 4729 | 10548 | 5819 | 4729 |
Profit Streak | 83.1037 | 83.1037 | 285.7703 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -698380 | -579655 | -576015 | -701681 | -581392 | 319098 |
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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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