Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -857016.7103 | 51951.1898 | -908967.9001 | 1423532.7865 | -11903587.8463 | 13327120.6328 |
Total P&L (%) | -857.0167 | 51.9512 | -908.9679 | 1423.5328 | -11903.5878 | 13327.1206 |
Avg Daily Profit (%) | -0.4568 | 0.0277 | -0.4845 | 0.1453 | 0 | 0.2615 |
Buy And Hold Return (%) | 273.7094 | 273.7094 | 273.7094 | 273.7094 | 273.7094 | 273.7094 |
Max Trade Drawdown | -1027777 | -154994 | -1000120 | -10523314 | -12447435 | -4075200 |
Profit Factor | 0.3713 | 1.2349 | 0.204 | 1.0665 | 0.2433 | 3.3478 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 82 | 41 | 41 | 64 | 31 | 33 |
Losing Trades | 15 | 7 | 8 | 33 | 17 | 16 |
Profitability (%) | 84.5361 | 85.4167 | 83.6735 | 65.9794 | 64.5833 | 67.3469 |
Ratio Avg Win / Avg Loss | 0.0679 | 0.2108 | 0.0398 | 0.5499 | 0.1334 | 1.6232 |
Largest Winning Trade | 23666 | 23666 | 16682 | 16369363 | 1342432 | 16369363 |
Largest Losing Trade | -845788 | -67046 | -845788 | -7426876 | -7426876 | -1614311 |
Avg Bars in Trades | 36 | 41 | 31 | 36 | 41 | 31 |
Avg Bars in Winners | 12 | 11 | 13 | 13 | 9 | 17 |
Avg Bars in Losers | 167 | 216 | 125 | 81 | 100 | 60 |
Bars Traded | 3532 | 1994 | 1538 | 3532 | 1994 | 1538 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575911 | -319136 | -576435 | -146313 | -578798 | 623154 |
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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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