Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -958471.2848 | 71076.7592 | -1029548.0441 | -2702474.4867 | -11087433.5993 | 8384959.1126 |
Total P&L (%) | -958.4713 | 71.0768 | -1029.548 | -2702.4745 | -11087.4336 | 8384.9591 |
Avg Daily Profit (%) | -0.525 | 0.0389 | -0.5639 | 0 | 0 | 0.2435 |
Buy And Hold Return (%) | 720.8343 | 720.8343 | 720.8343 | 720.8343 | 720.8343 | 720.8343 |
Max Trade Drawdown | -1058492 | -105066 | -1085757 | -21310130 | -14277945 | -10084071 |
Profit Factor | 0.4084 | 1.2522 | 0.2307 | 0.9355 | 0.5412 | 1.4727 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 49 | 23 | 26 | 42 | 20 | 22 |
Losing Trades | 33 | 18 | 15 | 40 | 21 | 19 |
Profitability (%) | 59.7561 | 56.0976 | 63.4146 | 51.2195 | 48.7805 | 53.6585 |
Ratio Avg Win / Avg Loss | 0.275 | 0.98 | 0.1331 | 0.891 | 0.5683 | 1.2719 |
Largest Winning Trade | 62336 | 62336 | 59486 | 13636094 | 3733349 | 13636094 |
Largest Losing Trade | -584477 | -70147 | -584477 | -10819388 | -10819388 | -9530043 |
Avg Bars in Trades | 128 | 146 | 109 | 128 | 146 | 109 |
Avg Bars in Winners | 82 | 107 | 60 | 119 | 122 | 117 |
Avg Bars in Losers | 195 | 197 | 193 | 136 | 170 | 99 |
Bars Traded | 10509 | 6023 | 4486 | 10509 | 6023 | 4486 |
Profit Streak | 46.4582 | 99.2915 | 0 | 0 | 0 | 110.4582 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -587455 | -306765 | -579003 | -589397 | -581216 | 396616 |
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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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