Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -818898.2189 | 152446.5247 | -971344.7436 | -3463827.8664 | -10033865.8377 | 6570037.9713 |
Total P&L (%) | -818.8982 | 152.4465 | -971.3447 | -3463.8279 | -10033.8658 | 6570.038 |
Avg Daily Profit (%) | -0.4519 | 0.0841 | -0.5361 | 0 | 0 | 0.2321 |
Buy And Hold Return (%) | 484.8706 | 484.8706 | 484.8706 | 484.8706 | 484.8706 | 484.8706 |
Max Trade Drawdown | -1044493 | -151583 | -1070237 | -20674437 | -15880706 | -5715931 |
Profit Factor | 0.4762 | 1.6217 | 0.263 | 0.899 | 0.4906 | 1.4505 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 43 | 22 | 21 | 32 | 15 | 17 |
Losing Trades | 24 | 12 | 12 | 35 | 19 | 16 |
Profitability (%) | 64.1791 | 64.7059 | 63.6364 | 47.7612 | 44.1176 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.2658 | 0.8846 | 0.1503 | 0.9832 | 0.6215 | 1.3652 |
Largest Winning Trade | 64791 | 64791 | 62845 | 11843328 | 2139351 | 11843328 |
Largest Losing Trade | -608718 | -74388 | -608718 | -12604421 | -12604421 | -3625790 |
Avg Bars in Trades | 156 | 156 | 156 | 156 | 156 | 156 |
Avg Bars in Winners | 92 | 91 | 93 | 158 | 170 | 149 |
Avg Bars in Losers | 271 | 276 | 266 | 154 | 146 | 165 |
Bars Traded | 10509 | 5333 | 5176 | 10509 | 5333 | 5176 |
Profit Streak | 25.5892 | 59.2558 | 25.5892 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -698475 | -242831 | -578492 | -702926 | -583082 | 341541 |
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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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