Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1032603.0007 | 25734.0567 | -1058337.0574 | -1838244.529 | -5662148.0583 | 3823903.5292 |
Total P&L (%) | -1032.603 | 25.7341 | -1058.3371 | -1838.2445 | -5662.1481 | 3823.9035 |
Avg Daily Profit (%) | -0.5657 | 0.0141 | -0.5798 | 0 | 0 | 0.2013 |
Buy And Hold Return (%) | 662.1557 | 662.1557 | 662.1557 | 662.1557 | 662.1557 | 662.1557 |
Max Trade Drawdown | -1142406 | -152300 | -1110237 | -15846017 | -11726889 | -4633206 |
Profit Factor | 0.3762 | 1.0845 | 0.2165 | 0.9215 | 0.6158 | 1.441 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 50 | 25 | 25 | 41 | 19 | 22 |
Losing Trades | 28 | 14 | 14 | 37 | 20 | 17 |
Profitability (%) | 64.1026 | 64.1026 | 64.1026 | 52.5641 | 48.7179 | 56.4103 |
Ratio Avg Win / Avg Loss | 0.2107 | 0.6073 | 0.1213 | 0.8316 | 0.6482 | 1.1135 |
Largest Winning Trade | 51687 | 51687 | 28867 | 4687607 | 2062764 | 4687607 |
Largest Losing Trade | -490890 | -74377 | -490890 | -8838391 | -8838391 | -2337653 |
Avg Bars in Trades | 91 | 96 | 85 | 91 | 96 | 85 |
Avg Bars in Winners | 43 | 48 | 38 | 84 | 88 | 80 |
Avg Bars in Losers | 176 | 183 | 169 | 99 | 105 | 91 |
Bars Traded | 7118 | 3780 | 3338 | 7118 | 3780 | 3338 |
Profit Streak | 29.8097 | 70.8097 | 29.8097 | 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 | -615983 | -466161 | -578389 | -619223 | -581255 | 325043 |
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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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