Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1024796.8395 | 84989.3226 | -1109786.1621 | -2673488.4946 | -8977921.9271 | 6304433.4325 |
Total P&L (%) | -1024.7968 | 84.9893 | -1109.7862 | -2673.4885 | -8977.9219 | 6304.4334 |
Avg Daily Profit (%) | -0.5648 | 0.0468 | -0.6116 | 0 | 0 | 0.2295 |
Buy And Hold Return (%) | 792.4478 | 792.4478 | 792.4478 | 792.4478 | 792.4478 | 792.4478 |
Max Trade Drawdown | -1181067 | -159805 | -1190800 | -18954581 | -13774268 | -7130007 |
Profit Factor | 0.4046 | 1.2907 | 0.2233 | 0.9163 | 0.5126 | 1.4663 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 44 | 23 | 21 | 33 | 17 | 16 |
Losing Trades | 28 | 13 | 15 | 39 | 19 | 20 |
Profitability (%) | 61.1111 | 63.8889 | 58.3333 | 45.8333 | 47.2222 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.2575 | 0.7295 | 0.1595 | 1.0829 | 0.5729 | 1.8328 |
Largest Winning Trade | 73431 | 73431 | 46061 | 11172753 | 2571237 | 11172753 |
Largest Losing Trade | -665299 | -75914 | -665299 | -11815661 | -11815661 | -3278158 |
Avg Bars in Trades | 97 | 103 | 91 | 97 | 103 | 91 |
Avg Bars in Winners | 53 | 55 | 51 | 105 | 106 | 105 |
Avg Bars in Losers | 165 | 186 | 147 | 89 | 99 | 80 |
Bars Traded | 7001 | 3713 | 3288 | 7001 | 3713 | 3288 |
Profit Streak | 8.0878 | 62.0878 | 0 | 0 | 0 | 157.8378 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -662163 | -294998 | -579699 | -664509 | -581860 | 348876 |
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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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