Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -712877.1567 | 131874.7938 | -844751.9505 | -1000335.6057 | -7758433.5242 | 6758097.9185 |
Total P&L (%) | -712.8772 | 131.8748 | -844.752 | -1000.3356 | -7758.4335 | 6758.0979 |
Avg Daily Profit (%) | -0.39 | 0.0721 | -0.4621 | 0 | 0 | 0.2316 |
Buy And Hold Return (%) | 714.5471 | 714.5471 | 714.5471 | 714.5471 | 714.5471 | 714.5471 |
Max Trade Drawdown | -771921 | -140291 | -851776 | -21198682 | -15118353 | -6969000 |
Profit Factor | 0.5782 | 1.3107 | 0.3326 | 0.9741 | 0.6649 | 1.4381 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 109 | 52 | 57 | 112 | 54 | 58 |
Losing Trades | 108 | 57 | 51 | 105 | 55 | 50 |
Profitability (%) | 50.2304 | 47.7064 | 52.7778 | 51.6129 | 49.5413 | 53.7037 |
Ratio Avg Win / Avg Loss | 0.5729 | 1.4367 | 0.2976 | 0.9132 | 0.6772 | 1.2398 |
Largest Winning Trade | 66241 | 66241 | 47776 | 9235784 | 3420006 | 9235784 |
Largest Losing Trade | -394862 | -79260 | -394862 | -14414574 | -14414574 | -5668831 |
Avg Bars in Trades | 32 | 34 | 31 | 32 | 34 | 31 |
Avg Bars in Winners | 23 | 29 | 18 | 30 | 33 | 28 |
Avg Bars in Losers | 41 | 39 | 44 | 34 | 35 | 33 |
Bars Traded | 7122 | 3769 | 3352 | 7122 | 3769 | 3352 |
Profit Streak | 0 | 0 | 0 | 12.7083 | 12.7083 | 19.4583 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579612 | -263401 | -580684 | -578350 | -580607 | 378498 |
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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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