Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1336486.4376 | -39401.0107 | -1297085.427 | -677062.383 | -5967139.2066 | 5290076.8236 |
Total P&L (%) | -1336.4864 | -39.401 | -1297.0854 | -677.0624 | -5967.1392 | 5290.0768 |
Avg Daily Profit (%) | -0.7345 | -0.0217 | -0.7129 | 0 | 0 | 0.2194 |
Buy And Hold Return (%) | 687.1624 | 687.1624 | 687.1624 | 687.1624 | 687.1624 | 687.1624 |
Max Trade Drawdown | -1445759 | -196766 | -1348418 | -21792793 | -16519945 | -5272848 |
Profit Factor | 0.3215 | 0.8911 | 0.1934 | 0.9792 | 0.7017 | 1.4207 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 167 | 82 | 85 | 118 | 59 | 59 |
Losing Trades | 51 | 27 | 24 | 100 | 50 | 50 |
Profitability (%) | 76.6055 | 75.2294 | 77.9817 | 54.1284 | 54.1284 | 54.1284 |
Ratio Avg Win / Avg Loss | 0.0982 | 0.2934 | 0.0546 | 0.8298 | 0.5946 | 1.204 |
Largest Winning Trade | 21215 | 21215 | 14703 | 5392876 | 1979382 | 5392876 |
Largest Losing Trade | -775562 | -74138 | -775562 | -13899757 | -13899757 | -4255388 |
Avg Bars in Trades | 48 | 56 | 40 | 48 | 56 | 40 |
Avg Bars in Winners | 12 | 13 | 12 | 43 | 50 | 36 |
Avg Bars in Losers | 163 | 186 | 137 | 53 | 62 | 44 |
Bars Traded | 10504 | 6118 | 4386 | 10504 | 6118 | 4386 |
Profit Streak | 27.3381 | 67.6715 | 27.3381 | 0 | 0 | 0 |
Trades During Streak | 5 | 6 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574648 | -575953 | -576124 | -579101 | -580506 | 334650 |
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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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