Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1023732.0458 | 16172.6905 | -1039904.7364 | -478038.077 | -5371747.6813 | 4893709.6043 |
Total P&L (%) | -1023.732 | 16.1727 | -1039.9047 | -478.0381 | -5371.7477 | 4893.7096 |
Avg Daily Profit (%) | -0.56 | 0.0088 | -0.5689 | 0 | 0 | 0.2142 |
Buy And Hold Return (%) | 725.7209 | 725.7209 | 725.7209 | 725.7209 | 725.7209 | 725.7209 |
Max Trade Drawdown | -1093362 | -165544 | -1062222 | -9730054 | -7522522 | -2285459 |
Profit Factor | 0.3742 | 1.0524 | 0.2165 | 0.9717 | 0.4608 | 1.7054 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 40 | 21 | 19 | 31 | 16 | 15 |
Losing Trades | 27 | 13 | 14 | 36 | 18 | 18 |
Profitability (%) | 59.7015 | 61.7647 | 57.5758 | 46.2687 | 47.0588 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.2526 | 0.6515 | 0.1595 | 1.1284 | 0.5184 | 2.0465 |
Largest Winning Trade | 57424 | 57424 | 46173 | 7805086 | 1410536 | 7805086 |
Largest Losing Trade | -513800 | -78964 | -513800 | -7063554 | -7063554 | -1949241 |
Avg Bars in Trades | 78 | 83 | 72 | 78 | 83 | 72 |
Avg Bars in Winners | 42 | 44 | 39 | 79 | 89 | 69 |
Avg Bars in Losers | 132 | 147 | 117 | 77 | 78 | 75 |
Bars Traded | 5251 | 2849 | 2402 | 5251 | 2849 | 2402 |
Profit Streak | 49.5087 | 76.5087 | 0 | 0 | 0 | 116.842 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -699956 | -509296 | -579820 | -701839 | -581939 | 359671 |
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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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