Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -937660.8606 | 46800.3054 | -984461.1661 | -1294680.4618 | -5478868.0256 | 4184187.5638 |
Total P&L (%) | -937.6609 | 46.8003 | -984.4612 | -1294.6805 | -5478.868 | 4184.1876 |
Avg Daily Profit (%) | -0.5149 | 0.0257 | -0.5406 | 0 | 0 | 0.2066 |
Buy And Hold Return (%) | 648.6816 | 648.6816 | 648.6816 | 648.6816 | 648.6816 | 648.6816 |
Max Trade Drawdown | -1036879 | -156938 | -1028551 | -12820067 | -9774130 | -3045937 |
Profit Factor | 0.4043 | 1.1556 | 0.2268 | 0.9295 | 0.5306 | 1.6263 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 52 | 27 | 25 | 37 | 17 | 20 |
Losing Trades | 31 | 15 | 16 | 46 | 25 | 21 |
Profitability (%) | 62.6506 | 64.2857 | 60.9756 | 44.5783 | 40.4762 | 48.7805 |
Ratio Avg Win / Avg Loss | 0.241 | 0.642 | 0.1451 | 1.1555 | 0.7804 | 1.7076 |
Largest Winning Trade | 52926 | 52926 | 37879 | 4959143 | 1838037 | 4959143 |
Largest Losing Trade | -506378 | -75341 | -506378 | -8483942 | -8483942 | -2076087 |
Avg Bars in Trades | 64 | 71 | 56 | 64 | 71 | 56 |
Avg Bars in Winners | 37 | 45 | 28 | 61 | 74 | 51 |
Avg Bars in Losers | 108 | 117 | 100 | 66 | 69 | 62 |
Bars Traded | 5320 | 2998 | 2322 | 5320 | 2998 | 2322 |
Profit Streak | 43.0874 | 173.7541 | 43.0874 | 0 | 0 | 0 |
Trades During Streak | 5 | 6 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578596 | -371994 | -578332 | -582497 | -584438 | 373241 |
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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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