Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1146058.2069 | 98717.5496 | -1244775.7566 | -4528496.5777 | -11775167.2358 | 7246670.6581 |
Total P&L (%) | -1146.0582 | 98.7176 | -1244.7758 | -4528.4966 | -11775.1672 | 7246.6707 |
Avg Daily Profit (%) | -0.6294 | 0.0542 | -0.6836 | 0 | 0 | 0.2362 |
Buy And Hold Return (%) | 645.2554 | 645.2554 | 645.2554 | 645.2554 | 645.2554 | 645.2554 |
Max Trade Drawdown | -1289105 | -133422 | -1326105 | -27292637 | -19978611 | -7384816 |
Profit Factor | 0.4099 | 1.3023 | 0.2296 | 0.9091 | 0.591 | 1.345 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 51 | 26 | 25 | 38 | 18 | 20 |
Losing Trades | 35 | 17 | 18 | 48 | 25 | 23 |
Profitability (%) | 59.3023 | 60.4651 | 58.1395 | 44.186 | 41.8605 | 46.5116 |
Ratio Avg Win / Avg Loss | 0.2813 | 0.8515 | 0.1653 | 1.1483 | 0.8209 | 1.5468 |
Largest Winning Trade | 51861 | 45498 | 51861 | 15263000 | 3765257 | 15263000 |
Largest Losing Trade | -800561 | -74420 | -800561 | -16282732 | -16282732 | -6067120 |
Avg Bars in Trades | 83 | 94 | 71 | 83 | 94 | 71 |
Avg Bars in Winners | 49 | 45 | 53 | 90 | 105 | 76 |
Avg Bars in Losers | 132 | 168 | 97 | 77 | 86 | 67 |
Bars Traded | 7145 | 4053 | 3092 | 7145 | 4053 | 3092 |
Profit Streak | 0 | 0 | 0 | 9.5947 | 9.5947 | 15.3447 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579342 | -286463 | -579672 | -580034 | -583227 | 327430 |
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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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