Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -772061.1098 | 144287.7696 | -916348.8793 | 15034968.427 | 6212501.8018 | 8822466.6252 |
Total P&L (%) | -772.0611 | 144.2878 | -916.3489 | 15034.9684 | 6212.5018 | 8822.4666 |
Avg Daily Profit (%) | -0.3398 | 0.0635 | -0.4033 | 0.2212 | 0.1826 | 0.1979 |
Buy And Hold Return (%) | 222.0612 | 222.0612 | 222.0612 | 222.0612 | 222.0612 | 222.0612 |
Max Trade Drawdown | -1085149 | -42767 | -1137353 | -15968903 | -4015657 | -14649311 |
Profit Factor | 0.4425 | 2.1112 | 0.2699 | 1.4551 | 1.5417 | 1.409 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 47 | 22 | 25 | 47 | 21 | 26 |
Losing Trades | 21 | 12 | 9 | 21 | 13 | 8 |
Profitability (%) | 69.1176 | 64.7059 | 73.5294 | 69.1176 | 61.7647 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.1977 | 1.1516 | 0.0972 | 0.6501 | 0.9544 | 0.4335 |
Largest Winning Trade | 52204 | 52204 | 39630 | 4079324 | 2376560 | 4079324 |
Largest Losing Trade | -873861 | -31588 | -873861 | -12845318 | -3474450 | -12845318 |
Avg Bars in Trades | 95 | 31 | 160 | 95 | 31 | 160 |
Avg Bars in Winners | 61 | 20 | 98 | 78 | 21 | 125 |
Avg Bars in Losers | 172 | 51 | 333 | 134 | 48 | 274 |
Bars Traded | 6527 | 1076 | 5451 | 6527 | 1076 | 5451 |
Profit Streak | 100.0039 | 100.0039 | 253.3372 | 100.0039 | 100.0039 | 253.3372 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -690841 | -268555 | -576347 | -102479 | 354649 | 428942 |
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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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