Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -667697.6137 | 156038.7204 | -823736.3342 | -951532.7507 | -7344754.6156 | 6393221.8649 |
Total P&L (%) | -667.6976 | 156.0387 | -823.7363 | -951.5328 | -7344.7546 | 6393.2219 |
Avg Daily Profit (%) | -0.3686 | 0.0861 | -0.4547 | 0 | 0 | 0.2306 |
Buy And Hold Return (%) | 451.5114 | 451.5114 | 451.5114 | 451.5114 | 451.5114 | 451.5114 |
Max Trade Drawdown | -818754 | -149603 | -865314 | -22608086 | -16646451 | -6366707 |
Profit Factor | 0.5723 | 1.4352 | 0.3151 | 0.9763 | 0.683 | 1.3777 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 54 | 28 | 26 | 50 | 23 | 27 |
Losing Trades | 42 | 20 | 22 | 46 | 25 | 21 |
Profitability (%) | 56.25 | 58.3333 | 54.1667 | 52.0833 | 47.9167 | 56.25 |
Ratio Avg Win / Avg Loss | 0.4451 | 1.0251 | 0.2666 | 0.8982 | 0.7424 | 1.0715 |
Largest Winning Trade | 76232 | 76232 | 53219 | 10749188 | 3337534 | 10749188 |
Largest Losing Trade | -433865 | -78895 | -433865 | -15738086 | -15738086 | -4833479 |
Avg Bars in Trades | 110 | 117 | 104 | 110 | 117 | 104 |
Avg Bars in Winners | 80 | 87 | 72 | 106 | 121 | 93 |
Avg Bars in Losers | 150 | 160 | 141 | 115 | 114 | 117 |
Bars Traded | 10652 | 5651 | 5001 | 10652 | 5651 | 5001 |
Profit Streak | 0 | 0 | 0 | 22.091 | 22.091 | 56.9244 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579711 | -241665 | -580149 | -578785 | -580950 | 401634 |
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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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