Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1008052.1516 | 92923.9305 | -1100976.0821 | -2977372.2364 | -10665322.1538 | 7687949.9174 |
Total P&L (%) | -1008.0522 | 92.9239 | -1100.9761 | -2977.3722 | -10665.3222 | 7687.9499 |
Avg Daily Profit (%) | -0.5541 | 0.0511 | -0.6052 | 0 | 0 | 0.2397 |
Buy And Hold Return (%) | 587.4508 | 587.4508 | 587.4508 | 587.4508 | 587.4508 | 587.4508 |
Max Trade Drawdown | -1166970 | -166220 | -1184811 | -24034058 | -17917564 | -6995471 |
Profit Factor | 0.4144 | 1.3269 | 0.2339 | 0.9213 | 0.5176 | 1.4888 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 44 | 23 | 21 | 29 | 15 | 14 |
Losing Trades | 24 | 11 | 13 | 39 | 19 | 20 |
Profitability (%) | 64.7059 | 67.6471 | 61.7647 | 42.6471 | 44.1176 | 41.1765 |
Ratio Avg Win / Avg Loss | 0.226 | 0.6346 | 0.1448 | 1.239 | 0.6556 | 2.1268 |
Largest Winning Trade | 81913 | 81913 | 51098 | 13150488 | 2615313 | 13150488 |
Largest Losing Trade | -656395 | -75925 | -656395 | -14925678 | -14925678 | -3820281 |
Avg Bars in Trades | 157 | 167 | 146 | 157 | 167 | 146 |
Avg Bars in Winners | 85 | 93 | 75 | 173 | 186 | 158 |
Avg Bars in Losers | 289 | 323 | 261 | 145 | 153 | 138 |
Bars Traded | 10701 | 5710 | 4991 | 10701 | 5710 | 4991 |
Profit Streak | 12.6375 | 66.9708 | 0 | 0 | 0 | 161.9708 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691757 | -288660 | -579270 | -695748 | -583082 | 310686 |
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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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