Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1088955.764 | 11937.9854 | -1100893.7494 | -449687.2855 | -6000887.5051 | 5551200.2196 |
Total P&L (%) | -1088.9558 | 11.938 | -1100.8937 | -449.6873 | -6000.8875 | 5551.2002 |
Avg Daily Profit (%) | -0.6005 | 0.0066 | -0.6071 | 0 | 0 | 0.2227 |
Buy And Hold Return (%) | 522.7491 | 522.7491 | 522.7491 | 522.7491 | 522.7491 | 522.7491 |
Max Trade Drawdown | -1140032 | -174391 | -1112983 | -11143532 | -8678135 | -2497928 |
Profit Factor | 0.3595 | 1.0379 | 0.2054 | 0.976 | 0.4754 | 1.7624 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 39 | 21 | 18 | 32 | 16 | 16 |
Losing Trades | 28 | 13 | 15 | 35 | 18 | 17 |
Profitability (%) | 58.209 | 61.7647 | 54.5455 | 47.7612 | 47.0588 | 48.4848 |
Ratio Avg Win / Avg Loss | 0.2581 | 0.6425 | 0.1712 | 1.0675 | 0.5348 | 1.8725 |
Largest Winning Trade | 84389 | 84389 | 45780 | 8221734 | 1803488 | 8221734 |
Largest Losing Trade | -548792 | -78990 | -548792 | -8070022 | -8070022 | -1891365 |
Avg Bars in Trades | 156 | 167 | 145 | 156 | 167 | 145 |
Avg Bars in Winners | 83 | 87 | 77 | 158 | 180 | 136 |
Avg Bars in Losers | 259 | 296 | 226 | 155 | 156 | 153 |
Bars Traded | 10501 | 5703 | 4798 | 10501 | 5703 | 4798 |
Profit Streak | 35.1028 | 61.9362 | 0 | 0 | 0 | 102.1028 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -700171 | -528199 | -580213 | -701259 | -581939 | 414728 |
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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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