Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1028633.7183 | 27307.5749 | -1055941.2931 | -1952744.0818 | -5707540.5192 | 3754796.4373 |
Total P&L (%) | -1028.6337 | 27.3076 | -1055.9413 | -1952.7441 | -5707.5405 | 3754.7964 |
Avg Daily Profit (%) | -0.5671 | 0.0151 | -0.5821 | 0 | 0 | 0.2015 |
Buy And Hold Return (%) | 506.1657 | 506.1657 | 506.1657 | 506.1657 | 506.1657 | 506.1657 |
Max Trade Drawdown | -1150422 | -157734 | -1112414 | -15554659 | -11564023 | -4552202 |
Profit Factor | 0.3772 | 1.0901 | 0.217 | 0.9154 | 0.6071 | 1.4392 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 50 | 25 | 25 | 41 | 19 | 22 |
Losing Trades | 26 | 13 | 13 | 35 | 19 | 16 |
Profitability (%) | 65.7895 | 65.7895 | 65.7895 | 53.9474 | 50 | 57.8947 |
Ratio Avg Win / Avg Loss | 0.1961 | 0.5669 | 0.1128 | 0.7814 | 0.6071 | 1.0467 |
Largest Winning Trade | 51687 | 51687 | 28867 | 4504608 | 2004852 | 4504608 |
Largest Losing Trade | -513669 | -72879 | -513669 | -8627116 | -8627116 | -2285426 |
Avg Bars in Trades | 93 | 99 | 87 | 93 | 99 | 87 |
Avg Bars in Winners | 43 | 48 | 38 | 84 | 88 | 80 |
Avg Bars in Losers | 189 | 197 | 182 | 104 | 111 | 97 |
Bars Traded | 7117 | 3787 | 3330 | 7117 | 3787 | 3330 |
Profit Streak | 18.6208 | 59.6208 | 18.6208 | 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 | -630757 | -458523 | -578156 | -634043 | -580764 | 360783 |
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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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