Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2023623.4559 | -60379.5322 | -1963243.9237 | 1295102.5498 | -10670594.8975 | 11965697.4473 |
Total P&L (%) | -2023.6235 | -60.3795 | -1963.2439 | 1295.1026 | -10670.5949 | 11965.6974 |
Avg Daily Profit (%) | -1.1291 | -0.0337 | -1.0954 | 0.1472 | 0 | 0.2678 |
Buy And Hold Return (%) | 177.6751 | 177.6751 | 177.6751 | 177.6751 | 177.6751 | 177.6751 |
Max Trade Drawdown | -2229386 | -237431 | -2091461 | -35396222 | -24253123 | -14011495 |
Profit Factor | 0.264 | 0.8478 | 0.1656 | 1.0243 | 0.618 | 1.4702 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 31 | 12 | 19 | 33 | 13 | 20 |
Losing Trades | 49 | 28 | 21 | 47 | 27 | 20 |
Profitability (%) | 38.75 | 30 | 47.5 | 41.25 | 32.5 | 50 |
Ratio Avg Win / Avg Loss | 0.4173 | 1.9783 | 0.183 | 1.4588 | 1.2834 | 1.4702 |
Largest Winning Trade | 65964 | 65964 | 55915 | 22371836 | 14261119 | 22371836 |
Largest Losing Trade | -1299948 | -50211 | -1299948 | -12047936 | -9448348 | -12047936 |
Avg Bars in Trades | 87 | 83 | 91 | 87 | 83 | 91 |
Avg Bars in Winners | 76 | 57 | 88 | 75 | 45 | 95 |
Avg Bars in Losers | 93 | 94 | 92 | 95 | 101 | 86 |
Bars Traded | 6980 | 3340 | 3640 | 6980 | 3340 | 3640 |
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 | -608930 | -585749 | -581722 | -217194 | -585888 | 351687 |
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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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