Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -824720.2658 | 97797.2325 | -922517.4983 | -946834.9628 | -5191828.6705 | 4244993.7077 |
Total P&L (%) | -824.7203 | 97.7972 | -922.5175 | -946.835 | -5191.8287 | 4244.9937 |
Avg Daily Profit (%) | -0.4549 | 0.0539 | -0.5088 | 0 | 0 | 0.2082 |
Buy And Hold Return (%) | 474.6915 | 474.6915 | 474.6915 | 474.6915 | 474.6915 | 474.6915 |
Max Trade Drawdown | -976361 | -123857 | -968268 | -12143181 | -8599449 | -3662646 |
Profit Factor | 0.4571 | 1.3553 | 0.2583 | 0.9584 | 0.5517 | 1.3805 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 37 | 19 | 18 | 32 | 16 | 16 |
Losing Trades | 30 | 15 | 15 | 35 | 18 | 17 |
Profitability (%) | 55.2239 | 55.8824 | 54.5455 | 47.7612 | 47.0588 | 48.4848 |
Ratio Avg Win / Avg Loss | 0.3706 | 1.07 | 0.2153 | 1.0482 | 0.6207 | 1.4668 |
Largest Winning Trade | 54046 | 54046 | 49272 | 9952893 | 1519638 | 9952893 |
Largest Losing Trade | -457852 | -77749 | -457852 | -7708276 | -7708276 | -3008433 |
Avg Bars in Trades | 156 | 166 | 146 | 156 | 166 | 146 |
Avg Bars in Winners | 92 | 101 | 82 | 148 | 164 | 132 |
Avg Bars in Losers | 235 | 248 | 222 | 164 | 168 | 159 |
Bars Traded | 10496 | 5669 | 4827 | 10496 | 5669 | 4827 |
Profit Streak | 31.7891 | 163.6224 | 0 | 0 | 0 | 99.2891 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -700560 | -284111 | -580213 | -701259 | -581939 | 310687 |
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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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