Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1152537.1008 | -28249.992 | -1124287.1088 | -826540.9587 | -5247127.8281 | 4420586.8694 |
Total P&L (%) | -1152.5371 | -28.25 | -1124.2871 | -826.541 | -5247.1278 | 4420.5869 |
Avg Daily Profit (%) | -0.6338 | -0.0155 | -0.6183 | 0 | 0 | 0.2098 |
Buy And Hold Return (%) | 795.6209 | 795.6209 | 795.6209 | 795.6209 | 795.6209 | 795.6209 |
Max Trade Drawdown | -1218358 | -185121 | -1156930 | -15928300 | -12094566 | -4107240 |
Profit Factor | 0.3323 | 0.9079 | 0.208 | 0.9655 | 0.6373 | 1.4663 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 68 | 33 | 35 | 47 | 22 | 25 |
Losing Trades | 24 | 13 | 11 | 45 | 24 | 21 |
Profitability (%) | 73.913 | 71.7391 | 76.087 | 51.087 | 47.8261 | 54.3478 |
Ratio Avg Win / Avg Loss | 0.1173 | 0.3576 | 0.0654 | 0.9244 | 0.6952 | 1.2317 |
Largest Winning Trade | 29553 | 27160 | 29553 | 5607491 | 1413988 | 5607491 |
Largest Losing Trade | -604681 | -73639 | -604681 | -10205703 | -10205703 | -2732382 |
Avg Bars in Trades | 56 | 62 | 51 | 56 | 62 | 51 |
Avg Bars in Winners | 19 | 19 | 20 | 54 | 56 | 53 |
Avg Bars in Losers | 161 | 170 | 151 | 59 | 67 | 49 |
Bars Traded | 5239 | 2864 | 2375 | 5239 | 2864 | 2375 |
Profit Streak | 25.3965 | 65.3965 | 25.3965 | 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 | -575690 | -576914 | -576780 | -580391 | -581549 | 320274 |
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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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