Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1319516.7557 | -55686.1532 | -1263830.6024 | -323996.7684 | -3198337.0616 | 2874340.2932 |
Total P&L (%) | -1319.5168 | -55.6862 | -1263.8306 | -323.9968 | -3198.3371 | 2874.3403 |
Avg Daily Profit (%) | -0.7231 | -0.0305 | -0.6926 | 0 | 0 | 0.1861 |
Buy And Hold Return (%) | 736.4149 | 736.4149 | 736.4149 | 736.4149 | 736.4149 | 736.4149 |
Max Trade Drawdown | -1356374 | -173753 | -1283198 | -6929123 | -5524665 | -1417441 |
Profit Factor | 0.2845 | 0.8351 | 0.1611 | 0.9696 | 0.5175 | 1.7161 |
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 | 0.2307 | 0.6593 | 0.1343 | 1.0605 | 0.5822 | 1.8234 |
Largest Winning Trade | 38186 | 38186 | 25516 | 4103261 | 1101734 | 4103261 |
Largest Losing Trade | -667932 | -79212 | -667932 | -5097685 | -5097685 | -913292 |
Avg Bars in Trades | 156 | 161 | 151 | 156 | 161 | 151 |
Avg Bars in Winners | 81 | 81 | 81 | 152 | 159 | 144 |
Avg Bars in Losers | 249 | 262 | 235 | 160 | 163 | 158 |
Bars Traded | 10496 | 5489 | 5007 | 10496 | 5489 | 5007 |
Profit Streak | 44.8593 | 74.1926 | 0 | 0 | 0 | 168.0259 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -700545 | -579474 | -580213 | -701259 | -581939 | 331785 |
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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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