Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -792948.1839 | 120384.1163 | -913332.3001 | -1717778.2317 | -6512150.2142 | 4794371.9825 |
Total P&L (%) | -792.9482 | 120.3841 | -913.3323 | -1717.7782 | -6512.1502 | 4794.372 |
Avg Daily Profit (%) | -0.4345 | 0.066 | -0.5005 | 0 | 0 | 0.2134 |
Buy And Hold Return (%) | 770.3333 | 770.3333 | 770.3333 | 770.3333 | 770.3333 | 770.3333 |
Max Trade Drawdown | -924210 | -131405 | -973304 | -12459314 | -9066022 | -4214656 |
Profit Factor | 0.4732 | 1.4575 | 0.2646 | 0.9276 | 0.4721 | 1.4206 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 23 | 18 | 30 | 13 | 17 |
Losing Trades | 27 | 11 | 16 | 38 | 21 | 17 |
Profitability (%) | 60.2941 | 67.6471 | 52.9412 | 44.1176 | 38.2353 | 50 |
Ratio Avg Win / Avg Loss | 0.3116 | 0.6971 | 0.2352 | 1.175 | 0.7627 | 1.4206 |
Largest Winning Trade | 64102 | 64102 | 52276 | 11192158 | 1447831 | 11192158 |
Largest Losing Trade | -461737 | -78870 | -461737 | -8179366 | -8179366 | -4070939 |
Avg Bars in Trades | 314 | 332 | 296 | 314 | 332 | 296 |
Avg Bars in Winners | 184 | 207 | 156 | 331 | 397 | 281 |
Avg Bars in Losers | 511 | 595 | 454 | 301 | 292 | 311 |
Bars Traded | 21395 | 11319 | 10076 | 21395 | 11319 | 10076 |
Profit Streak | 14.6948 | 178.2782 | 0 | 0 | 0 | 167.1115 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -692354 | -267594 | -580413 | -695176 | -585370 | 352539 |
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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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