Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -953190.1485 | 43769.4093 | -996959.5577 | -831477.5394 | -7276674.1778 | 6445196.6385 |
Total P&L (%) | -953.1901 | 43.7694 | -996.9596 | -831.4775 | -7276.6742 | 6445.1966 |
Avg Daily Profit (%) | -0.523 | 0.024 | -0.547 | 0 | 0 | 0.2297 |
Buy And Hold Return (%) | 754.2626 | 754.2626 | 754.2626 | 754.2626 | 754.2626 | 754.2626 |
Max Trade Drawdown | -1042108 | -173052 | -1035371 | -14836822 | -11104902 | -3903080 |
Profit Factor | 0.4056 | 1.1458 | 0.235 | 0.9658 | 0.477 | 1.6178 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 43 | 22 | 21 | 34 | 18 | 16 |
Losing Trades | 26 | 13 | 13 | 35 | 17 | 18 |
Profitability (%) | 62.3188 | 62.8571 | 61.7647 | 49.2754 | 51.4286 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.2452 | 0.6771 | 0.1455 | 0.9943 | 0.4505 | 1.8201 |
Largest Winning Trade | 67218 | 67218 | 44669 | 9835123 | 1735207 | 9835123 |
Largest Losing Trade | -495378 | -75861 | -495378 | -10081820 | -10081820 | -2766417 |
Avg Bars in Trades | 155 | 164 | 146 | 155 | 164 | 146 |
Avg Bars in Winners | 85 | 92 | 78 | 163 | 165 | 160 |
Avg Bars in Losers | 270 | 285 | 255 | 147 | 162 | 133 |
Bars Traded | 10711 | 5745 | 4966 | 10711 | 5745 | 4966 |
Profit Streak | 0 | 0 | 17.3246 | 13.1579 | 14.9913 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -685180 | -386741 | -578701 | -686730 | -580015 | 366949 |
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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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