Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1024675.0338 | 35740.5546 | -1060415.5884 | -1007347.7458 | -6118414.131 | 5111066.3852 |
Total P&L (%) | -1024.675 | 35.7406 | -1060.4156 | -1007.3477 | -6118.4141 | 5111.0664 |
Avg Daily Profit (%) | -0.561 | 0.0196 | -0.5805 | 0 | 0 | 0.2167 |
Buy And Hold Return (%) | 653.6451 | 653.6451 | 653.6451 | 653.6451 | 653.6451 | 653.6451 |
Max Trade Drawdown | -1083403 | -147119 | -1095490 | -17850145 | -14072643 | -4666033 |
Profit Factor | 0.3796 | 1.1213 | 0.2186 | 0.9632 | 0.6413 | 1.4939 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 52 | 26 | 26 | 43 | 20 | 23 |
Losing Trades | 30 | 15 | 15 | 39 | 21 | 18 |
Profitability (%) | 63.4146 | 63.4146 | 63.4146 | 52.439 | 48.7805 | 56.0976 |
Ratio Avg Win / Avg Loss | 0.219 | 0.6469 | 0.1261 | 0.8736 | 0.6733 | 1.1692 |
Largest Winning Trade | 50149 | 50149 | 30341 | 6282784 | 3191011 | 6282784 |
Largest Losing Trade | -626421 | -77134 | -626421 | -12246028 | -12246028 | -3447513 |
Avg Bars in Trades | 127 | 137 | 118 | 127 | 137 | 118 |
Avg Bars in Winners | 62 | 74 | 51 | 109 | 121 | 99 |
Avg Bars in Losers | 240 | 245 | 234 | 147 | 151 | 142 |
Bars Traded | 10469 | 5621 | 4848 | 10469 | 5621 | 4848 |
Profit Streak | 45.9125 | 74.5792 | 0 | 0 | 0 | 171.4125 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -586981 | -418914 | -579003 | -589239 | -581216 | 404770 |
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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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