Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -827684.602 | 108030.0792 | -935714.6813 | -2099945.4311 | -6761695.4927 | 4661750.0617 |
Total P&L (%) | -827.6846 | 108.0301 | -935.7147 | -2099.9454 | -6761.6955 | 4661.7501 |
Avg Daily Profit (%) | -0.4531 | 0.0591 | -0.5123 | 0 | 0 | 0.2117 |
Buy And Hold Return (%) | 661.34 | 661.34 | 661.34 | 661.34 | 661.34 | 661.34 |
Max Trade Drawdown | -923329 | -121770 | -994493 | -14243270 | -9667190 | -5978119 |
Profit Factor | 0.4639 | 1.3828 | 0.2584 | 0.93 | 0.5506 | 1.312 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 36 | 17 | 19 | 33 | 17 | 16 |
Losing Trades | 28 | 15 | 13 | 31 | 15 | 16 |
Profitability (%) | 56.25 | 53.125 | 59.375 | 51.5625 | 53.125 | 50 |
Ratio Avg Win / Avg Loss | 0.3608 | 1.2201 | 0.1768 | 0.8736 | 0.4858 | 1.312 |
Largest Winning Trade | 69746 | 69746 | 45113 | 12598095 | 2267546 | 12598095 |
Largest Losing Trade | -600110 | -67636 | -600110 | -5887895 | -5887895 | -3939094 |
Avg Bars in Trades | 162 | 172 | 151 | 162 | 172 | 151 |
Avg Bars in Winners | 109 | 112 | 106 | 160 | 169 | 152 |
Avg Bars in Losers | 229 | 240 | 217 | 163 | 176 | 151 |
Bars Traded | 10375 | 5525 | 4850 | 10375 | 5525 | 4850 |
Profit Streak | 0 | 0 | 0 | 112.3501 | 150.8501 | 112.3501 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -723467 | -278768 | -579595 | -722722 | -579442 | 317706 |
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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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