Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -990836.7192 | 70717.8179 | -1061554.5371 | -869262.0551 | -7418222.6128 | 6548960.5577 |
Total P&L (%) | -990.8367 | 70.7178 | -1061.5545 | -869.2621 | -7418.2226 | 6548.9606 |
Avg Daily Profit (%) | -0.5428 | 0.0387 | -0.5815 | 0 | 0 | 0.2302 |
Buy And Hold Return (%) | 900.5754 | 900.5754 | 900.5754 | 900.5754 | 900.5754 | 900.5754 |
Max Trade Drawdown | -1164594 | -167901 | -1137932 | -12819946 | -9773914 | -5332961 |
Profit Factor | 0.42 | 1.2237 | 0.2375 | 0.9704 | 0.4994 | 1.4504 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 36 | 17 | 19 | 31 | 15 | 16 |
Losing Trades | 30 | 16 | 14 | 35 | 18 | 17 |
Profitability (%) | 54.5455 | 51.5152 | 57.5758 | 46.9697 | 45.4545 | 48.4848 |
Ratio Avg Win / Avg Loss | 0.35 | 1.1517 | 0.175 | 1.0956 | 0.5993 | 1.541 |
Largest Winning Trade | 82389 | 82389 | 39590 | 15751100 | 3234886 | 15751100 |
Largest Losing Trade | -607852 | -76695 | -607852 | -8805387 | -8805387 | -5332961 |
Avg Bars in Trades | 160 | 162 | 157 | 160 | 162 | 157 |
Avg Bars in Winners | 91 | 90 | 92 | 154 | 158 | 150 |
Avg Bars in Losers | 242 | 239 | 245 | 164 | 166 | 163 |
Bars Traded | 10565 | 5377 | 5188 | 10565 | 5377 | 5188 |
Profit Streak | 0 | 0 | 0 | 113.6621 | 151.8288 | 113.6621 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -708688 | -307142 | -579820 | -707714 | -581607 | 372916 |
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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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