Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1132378.1893 | -35906.2011 | -1096471.9881 | -847306.0269 | -4187718.5487 | 3340412.5217 |
Total P&L (%) | -1132.3782 | -35.9062 | -1096.472 | -847.306 | -4187.7185 | 3340.4125 |
Avg Daily Profit (%) | -0.6216 | -0.0197 | -0.6019 | 0 | 0 | 0.1944 |
Buy And Hold Return (%) | 756.7924 | 756.7924 | 756.7924 | 756.7924 | 756.7924 | 756.7924 |
Max Trade Drawdown | -1189006 | -187112 | -1128499 | -12474565 | -9522158 | -3382793 |
Profit Factor | 0.3103 | 0.8753 | 0.19 | 0.9538 | 0.6279 | 1.4703 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 60 | 29 | 31 | 41 | 18 | 23 |
Losing Trades | 24 | 13 | 11 | 43 | 24 | 19 |
Profitability (%) | 71.4286 | 69.0476 | 73.8095 | 48.8095 | 42.8571 | 54.7619 |
Ratio Avg Win / Avg Loss | 0.1241 | 0.3924 | 0.0674 | 1.0004 | 0.8373 | 1.2146 |
Largest Winning Trade | 34720 | 23386 | 34720 | 4548173 | 1184583 | 4548173 |
Largest Losing Trade | -597408 | -72477 | -597408 | -7865400 | -7865400 | -2341119 |
Avg Bars in Trades | 83 | 90 | 75 | 83 | 90 | 75 |
Avg Bars in Winners | 28 | 26 | 29 | 76 | 78 | 73 |
Avg Bars in Losers | 220 | 232 | 206 | 89 | 98 | 78 |
Bars Traded | 6982 | 3794 | 3187 | 6982 | 3794 | 3187 |
Profit Streak | 16.9 | 157.4 | 0 | 0 | 0 | 133.4 |
Trades During Streak | 1 | 5 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576926 | -576853 | -577648 | -579349 | -583512 | 319694 |
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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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