Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1033251.7383 | 76749.9131 | -1110001.6514 | -2368572.7488 | -10593671.9488 | 8225099.2 |
Total P&L (%) | -1033.2517 | 76.7499 | -1110.0017 | -2368.5727 | -10593.6719 | 8225.0992 |
Avg Daily Profit (%) | -0.5683 | 0.0422 | -0.6106 | 0 | 0 | 0.2435 |
Buy And Hold Return (%) | 574.6067 | 574.6067 | 574.6067 | 574.6067 | 574.6067 | 574.6067 |
Max Trade Drawdown | -1178213 | -143835 | -1196702 | -22362288 | -15154821 | -9717891 |
Profit Factor | 0.3996 | 1.3198 | 0.2504 | 0.9465 | 0.5001 | 1.3566 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 51 | 26 | 25 | 42 | 20 | 22 |
Losing Trades | 32 | 16 | 16 | 41 | 22 | 19 |
Profitability (%) | 61.4458 | 61.9048 | 60.9756 | 50.6024 | 47.619 | 53.6585 |
Ratio Avg Win / Avg Loss | 0.2507 | 0.8122 | 0.1603 | 0.9239 | 0.5501 | 1.1716 |
Largest Winning Trade | 57434 | 57434 | 54569 | 21331186 | 3140728 | 21331186 |
Largest Losing Trade | -644269 | -76223 | -644269 | -13632275 | -13632275 | -6420551 |
Avg Bars in Trades | 125 | 88 | 163 | 125 | 88 | 163 |
Avg Bars in Winners | 74 | 46 | 103 | 111 | 76 | 143 |
Avg Bars in Losers | 208 | 157 | 258 | 140 | 100 | 187 |
Bars Traded | 10444 | 3724 | 6720 | 10444 | 3724 | 6720 |
Profit Streak | 38.3749 | 72.7082 | 0 | 0 | 0 | 158.5416 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579748 | -301612 | -579319 | -581977 | -581660 | 371308 |
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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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