Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -753392.6161 | 133122.6993 | -886515.3154 | -1782332.7057 | -10005880.8962 | 8223548.1905 |
Total P&L (%) | -753.3926 | 133.1227 | -886.5153 | -1782.3327 | -10005.8809 | 8223.5482 |
Avg Daily Profit (%) | -0.4138 | 0.0731 | -0.4869 | 0 | 0 | 0.2431 |
Buy And Hold Return (%) | 629.5378 | 629.5378 | 629.5378 | 629.5378 | 629.5378 | 629.5378 |
Max Trade Drawdown | -848331 | -134049 | -918456 | -23329876 | -16679580 | -6969655 |
Profit Factor | 0.4877 | 1.5165 | 0.269 | 0.954 | 0.5338 | 1.4769 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 38 | 21 | 17 | 33 | 17 | 16 |
Losing Trades | 29 | 13 | 16 | 34 | 17 | 17 |
Profitability (%) | 56.7164 | 61.7647 | 51.5152 | 49.2537 | 50 | 48.4848 |
Ratio Avg Win / Avg Loss | 0.3722 | 0.9388 | 0.2532 | 0.9829 | 0.5338 | 1.5692 |
Largest Winning Trade | 74422 | 74422 | 61148 | 14380288 | 2376884 | 14380288 |
Largest Losing Trade | -466187 | -76765 | -466187 | -15236669 | -15236669 | -5906075 |
Avg Bars in Trades | 104 | 111 | 96 | 104 | 111 | 96 |
Avg Bars in Winners | 64 | 73 | 53 | 104 | 114 | 93 |
Avg Bars in Losers | 156 | 173 | 143 | 104 | 108 | 100 |
Bars Traded | 6997 | 3797 | 3200 | 6997 | 3797 | 3200 |
Profit Streak | 40.435 | 172.435 | 0 | 0 | 0 | 161.935 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -700358 | -258495 | -580606 | -702068 | -580795 | 397230 |
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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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