Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -920613.5316 | 81451.815 | -1002065.3466 | -2990466.9767 | -10765305.4378 | 7774838.4611 |
Total P&L (%) | -920.6135 | 81.4518 | -1002.0653 | -2990.467 | -10765.3054 | 7774.8385 |
Avg Daily Profit (%) | -0.5048 | 0.0447 | -0.5495 | 0 | 0 | 0.2397 |
Buy And Hold Return (%) | 738.5185 | 738.5185 | 738.5185 | 738.5185 | 738.5185 | 738.5185 |
Max Trade Drawdown | -1067639 | -176023 | -1086035 | -30337498 | -22825506 | -8672494 |
Profit Factor | 0.4948 | 1.2287 | 0.3164 | 0.9435 | 0.6425 | 1.3403 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 153 | 78 | 75 | 100 | 45 | 55 |
Losing Trades | 62 | 30 | 32 | 115 | 63 | 52 |
Profitability (%) | 71.1628 | 72.2222 | 70.0935 | 46.5116 | 41.6667 | 51.4019 |
Ratio Avg Win / Avg Loss | 0.2005 | 0.4726 | 0.135 | 1.0851 | 0.8995 | 1.2672 |
Largest Winning Trade | 52765 | 52765 | 37897 | 10231755 | 2746769 | 10231755 |
Largest Losing Trade | -566500 | -72515 | -566500 | -19058833 | -19058833 | -4780178 |
Avg Bars in Trades | 49 | 51 | 48 | 49 | 51 | 48 |
Avg Bars in Winners | 21 | 22 | 20 | 53 | 57 | 50 |
Avg Bars in Losers | 120 | 126 | 114 | 46 | 46 | 46 |
Bars Traded | 10707 | 5515 | 5192 | 10707 | 5515 | 5192 |
Profit Streak | 36.0227 | 71.856 | 36.0227 | 0 | 0 | 0 |
Trades During Streak | 9 | 5 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575249 | -296681 | -576660 | -579342 | -584285 | 310311 |
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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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