Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1152544.3868 | -8563.3386 | -1143981.0483 | -278560.7468 | -4361681.9588 | 4083121.212 |
Total P&L (%) | -1152.5444 | -8.5633 | -1143.981 | -278.5607 | -4361.682 | 4083.1212 |
Avg Daily Profit (%) | -0.6334 | -0.0047 | -0.6286 | 0 | 0 | 0.2054 |
Buy And Hold Return (%) | 681.4236 | 681.4236 | 681.4236 | 681.4236 | 681.4236 | 681.4236 |
Max Trade Drawdown | -1208039 | -183366 | -1162269 | -13916555 | -10690111 | -4412348 |
Profit Factor | 0.3261 | 0.974 | 0.1713 | 0.9864 | 0.6648 | 1.5464 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 36 | 19 | 17 | 39 | 19 | 20 |
Losing Trades | 31 | 15 | 16 | 28 | 15 | 13 |
Profitability (%) | 53.7313 | 55.8824 | 51.5152 | 58.209 | 55.8824 | 60.6061 |
Ratio Avg Win / Avg Loss | 0.2808 | 0.769 | 0.1612 | 0.7082 | 0.5248 | 1.0052 |
Largest Winning Trade | 50812 | 46523 | 50812 | 5407672 | 2400966 | 5407672 |
Largest Losing Trade | -639990 | -71677 | -639990 | -9138833 | -9138833 | -2555049 |
Avg Bars in Trades | 106 | 94 | 117 | 106 | 94 | 117 |
Avg Bars in Winners | 70 | 65 | 75 | 100 | 95 | 104 |
Avg Bars in Losers | 147 | 132 | 162 | 114 | 94 | 137 |
Bars Traded | 7110 | 3228 | 3882 | 7110 | 3228 | 3882 |
Profit Streak | 19.5517 | 69.8017 | 0 | 0 | 0 | 187.0517 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -700736 | -579064 | -580606 | -700713 | -580032 | 421547 |
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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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