Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -702208.2066 | 316277.6191 | -1018485.8257 | -1854310.8295 | -13113258.6747 | 11258947.8452 |
Total P&L (%) | -702.2082 | 316.2776 | -1018.4858 | -1854.3108 | -13113.2587 | 11258.9478 |
Avg Daily Profit (%) | -0.3727 | 0.1678 | -0.5405 | 0 | 0 | 0.2515 |
Buy And Hold Return (%) | 372.2479 | 372.2479 | 372.2479 | 372.2479 | 372.2479 | 372.2479 |
Max Trade Drawdown | -1067374 | -106706 | -1099550 | -23225593 | -16008558 | -16505218 |
Profit Factor | 0.5917 | 1.9503 | 0.2656 | 0.964 | 0.5131 | 1.4581 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 50 | 23 | 27 | 47 | 21 | 26 |
Losing Trades | 35 | 20 | 15 | 38 | 22 | 16 |
Profitability (%) | 58.8235 | 53.4884 | 64.2857 | 55.2941 | 48.8372 | 61.9048 |
Ratio Avg Win / Avg Loss | 0.4142 | 1.6959 | 0.1476 | 0.7794 | 0.5375 | 0.8973 |
Largest Winning Trade | 259882 | 259882 | 36751 | 13519261 | 4267108 | 13519261 |
Largest Losing Trade | -743955 | -66983 | -743955 | -10941501 | -10941501 | -8499218 |
Avg Bars in Trades | 63 | 55 | 71 | 63 | 55 | 71 |
Avg Bars in Winners | 47 | 46 | 48 | 55 | 60 | 51 |
Avg Bars in Losers | 86 | 66 | 113 | 73 | 50 | 104 |
Bars Traded | 5397 | 2384 | 3013 | 5397 | 2384 | 3013 |
Profit Streak | 0 | 0 | 172.1221 | 56.1221 | 87.1221 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579407 | -154224 | -577527 | -579303 | -580620 | 340109 |
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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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