Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -910406.1308 | 216934.9248 | -1127341.0556 | -6041366.0819 | -58908331.3486 | 52866965.2667 |
Total P&L (%) | -910.4061 | 216.9349 | -1127.3411 | -6041.3661 | -58908.3313 | 52866.9653 |
Avg Daily Profit (%) | -0.5007 | 0.1193 | -0.62 | 0 | 0 | 0.3456 |
Buy And Hold Return (%) | 769.5652 | 769.5652 | 769.5652 | 769.5652 | 769.5652 | 769.5652 |
Max Trade Drawdown | -974877 | -121538 | -1157426 | -154695006 | -107062390 | -52638229 |
Profit Factor | 0.5112 | 1.7673 | 0.2865 | 0.9779 | 0.5607 | 1.3792 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 49 | 23 | 26 | 38 | 19 | 19 |
Losing Trades | 33 | 18 | 15 | 44 | 22 | 22 |
Profitability (%) | 59.7561 | 56.0976 | 63.4146 | 46.3415 | 46.3415 | 46.3415 |
Ratio Avg Win / Avg Loss | 0.3443 | 1.3831 | 0.1653 | 1.1323 | 0.6492 | 1.5969 |
Largest Winning Trade | 109276 | 109276 | 55474 | 96203088 | 24890418 | 96203088 |
Largest Losing Trade | -787966 | -69466 | -787966 | -72065261 | -72065261 | -41103249 |
Avg Bars in Trades | 85 | 71 | 99 | 85 | 71 | 99 |
Avg Bars in Winners | 69 | 49 | 86 | 97 | 78 | 117 |
Avg Bars in Losers | 109 | 100 | 121 | 74 | 66 | 83 |
Bars Traded | 7014 | 2947 | 4066 | 7014 | 2947 | 4066 |
Profit Streak | 37.7046 | 67.7046 | 37.7046 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -586580 | -195467 | -578458 | -589311 | -582165 | 344646 |
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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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