Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -738190.1042 | 138097.6242 | -876287.7284 | -1267074.2717 | -5559242.291 | 4292168.0192 |
Total P&L (%) | -738.1901 | 138.0976 | -876.2877 | -1267.0743 | -5559.2423 | 4292.168 |
Avg Daily Profit (%) | -0.4041 | 0.0756 | -0.4797 | 0 | 0 | 0.2073 |
Buy And Hold Return (%) | 641.8972 | 641.8972 | 641.8972 | 641.8972 | 641.8972 | 641.8972 |
Max Trade Drawdown | -914665 | -120068 | -939620 | -9851394 | -6218628 | -4462879 |
Profit Factor | 0.517 | 1.4297 | 0.274 | 0.9417 | 0.4946 | 1.3996 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 44 | 23 | 21 | 37 | 18 | 19 |
Losing Trades | 31 | 15 | 16 | 38 | 20 | 18 |
Profitability (%) | 58.6667 | 60.5263 | 56.7568 | 49.3333 | 47.3684 | 51.3514 |
Ratio Avg Win / Avg Loss | 0.3643 | 0.9324 | 0.2088 | 0.9672 | 0.5496 | 1.3259 |
Largest Winning Trade | 66469 | 66469 | 47902 | 10696193 | 1156340 | 10696193 |
Largest Losing Trade | -401532 | -78559 | -401532 | -5424741 | -5424741 | -2629049 |
Avg Bars in Trades | 141 | 148 | 134 | 141 | 148 | 134 |
Avg Bars in Winners | 90 | 87 | 92 | 145 | 155 | 136 |
Avg Bars in Losers | 214 | 242 | 188 | 137 | 143 | 131 |
Bars Traded | 10614 | 5656 | 4958 | 10614 | 5656 | 4958 |
Profit Streak | 22.415 | 75.415 | 0 | 0 | 0 | 168.5817 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -640106 | -256230 | -579896 | -642314 | -581788 | 364268 |
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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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