Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -407597.8763 | 286899.4648 | -694497.3411 | -2985400.4664 | -17956962.384 | 14971561.9176 |
Total P&L (%) | -407.5979 | 286.8995 | -694.4973 | -2985.4005 | -17956.9624 | 14971.5619 |
Avg Daily Profit (%) | -0.2242 | 0.1578 | -0.382 | 0 | 0 | 0.2763 |
Buy And Hold Return (%) | 636.0668 | 636.0668 | 636.0668 | 636.0668 | 636.0668 | 636.0668 |
Max Trade Drawdown | -627056 | -131180 | -729350 | -53342136 | -39551700 | -13790435 |
Profit Factor | 0.7127 | 1.8686 | 0.3619 | 0.9639 | 0.6421 | 1.4588 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 51 | 28 | 23 | 38 | 19 | 19 |
Losing Trades | 33 | 14 | 19 | 46 | 23 | 23 |
Profitability (%) | 60.7143 | 66.6667 | 54.7619 | 45.2381 | 45.2381 | 45.2381 |
Ratio Avg Win / Avg Loss | 0.4612 | 0.9343 | 0.299 | 1.1669 | 0.7773 | 1.766 |
Largest Winning Trade | 104363 | 104363 | 51162 | 20445536 | 6192612 | 20445536 |
Largest Losing Trade | -328614 | -79097 | -328614 | -35405396 | -35405396 | -10168973 |
Avg Bars in Trades | 85 | 91 | 79 | 85 | 91 | 79 |
Avg Bars in Winners | 62 | 66 | 56 | 90 | 105 | 76 |
Avg Bars in Losers | 121 | 140 | 106 | 80 | 79 | 81 |
Bars Traded | 7156 | 3835 | 3321 | 7156 | 3835 | 3321 |
Profit Streak | 7.6282 | 120.8782 | 0 | 0 | 0 | 104.1282 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578208 | -154192 | -580117 | -580738 | -582586 | 360169 |
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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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