Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1172525.6746 | 18967.7473 | -1191493.4219 | -1783655.5604 | -9838417.6763 | 8054762.1159 |
Total P&L (%) | -1172.5257 | 18.9677 | -1191.4934 | -1783.6556 | -9838.4177 | 8054.7621 |
Avg Daily Profit (%) | -0.6442 | 0.0104 | -0.6547 | 0 | 0 | 0.2421 |
Buy And Hold Return (%) | 612.1676 | 612.1676 | 612.1676 | 612.1676 | 612.1676 | 612.1676 |
Max Trade Drawdown | -1214811 | -173108 | -1208198 | -30130264 | -22400174 | -9814390 |
Profit Factor | 0.3443 | 1.0638 | 0.2007 | 0.9591 | 0.6426 | 1.4996 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 47 | 24 | 23 | 36 | 16 | 20 |
Losing Trades | 22 | 11 | 11 | 33 | 19 | 14 |
Profitability (%) | 68.1159 | 68.5714 | 67.6471 | 52.1739 | 45.7143 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.1612 | 0.4876 | 0.096 | 0.8792 | 0.7631 | 1.0497 |
Largest Winning Trade | 56722 | 56722 | 30069 | 7500813 | 4257195 | 7500813 |
Largest Losing Trade | -625616 | -72753 | -625616 | -18634530 | -18634530 | -5663063 |
Avg Bars in Trades | 153 | 163 | 144 | 153 | 163 | 144 |
Avg Bars in Winners | 70 | 81 | 58 | 137 | 145 | 131 |
Avg Bars in Losers | 332 | 341 | 324 | 171 | 178 | 162 |
Bars Traded | 10622 | 5711 | 4911 | 10622 | 5711 | 4911 |
Profit Streak | 13.878 | 174.2114 | 0 | 0 | 0 | 164.2114 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -683831 | -492984 | -578507 | -686495 | -582454 | 424583 |
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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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