Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1003515.4321 | 48672.4052 | -1052187.8373 | -2300106.8782 | -9043972.2307 | 6743865.3525 |
Total P&L (%) | -1003.5154 | 48.6724 | -1052.1878 | -2300.1069 | -9043.9722 | 6743.8654 |
Avg Daily Profit (%) | -0.5529 | 0.0268 | -0.5797 | 0 | 0 | 0.2331 |
Buy And Hold Return (%) | 565.6613 | 565.6613 | 565.6613 | 565.6613 | 565.6613 | 565.6613 |
Max Trade Drawdown | -1086947 | -155805 | -1108131 | -22797909 | -16650640 | -7342790 |
Profit Factor | 0.3862 | 1.1829 | 0.2313 | 0.9359 | 0.5635 | 1.4447 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 42 | 21 | 21 | 33 | 17 | 16 |
Losing Trades | 26 | 13 | 13 | 35 | 17 | 18 |
Profitability (%) | 61.7647 | 61.7647 | 61.7647 | 48.5294 | 50 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.2391 | 0.7322 | 0.1432 | 0.9926 | 0.5635 | 1.6253 |
Largest Winning Trade | 49413 | 49413 | 45321 | 10500794 | 2585266 | 10500794 |
Largest Losing Trade | -583244 | -74384 | -583244 | -14497434 | -14497434 | -5169731 |
Avg Bars in Trades | 77 | 83 | 72 | 77 | 83 | 72 |
Avg Bars in Winners | 41 | 48 | 33 | 78 | 83 | 73 |
Avg Bars in Losers | 136 | 138 | 134 | 77 | 83 | 71 |
Bars Traded | 5287 | 2823 | 2464 | 5287 | 2823 | 2464 |
Profit Streak | 35.4459 | 61.1126 | 35.4459 | 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 | -691312 | -341403 | -578727 | -695127 | -580795 | 332597 |
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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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