Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1040431.6874 | 36583.8032 | -1077015.4906 | -1380170.7529 | -4317031.4211 | 2936860.6682 |
Total P&L (%) | -1040.4317 | 36.5838 | -1077.0155 | -1380.1708 | -4317.0314 | 2936.8607 |
Avg Daily Profit (%) | -0.571 | 0.0201 | -0.5911 | 0 | 0 | 0.1875 |
Buy And Hold Return (%) | 606.4733 | 606.4733 | 606.4733 | 606.4733 | 606.4733 | 606.4733 |
Max Trade Drawdown | -1090479 | -119984 | -1114923 | -12500098 | -8567872 | -3932225 |
Profit Factor | 0.3686 | 1.1251 | 0.2054 | 0.9306 | 0.6234 | 1.3489 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 19 | 20 | 30 | 12 | 18 |
Losing Trades | 27 | 14 | 13 | 36 | 21 | 15 |
Profitability (%) | 59.0909 | 57.5758 | 60.6061 | 45.4545 | 36.3636 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.2552 | 0.8291 | 0.1335 | 1.1167 | 1.0909 | 1.124 |
Largest Winning Trade | 41350 | 41350 | 24977 | 5366764 | 1445293 | 5366764 |
Largest Losing Trade | -684719 | -75449 | -684719 | -7252099 | -7252099 | -3393854 |
Avg Bars in Trades | 79 | 89 | 70 | 79 | 89 | 70 |
Avg Bars in Winners | 41 | 47 | 35 | 78 | 97 | 65 |
Avg Bars in Losers | 135 | 145 | 124 | 81 | 84 | 76 |
Bars Traded | 5272 | 2944 | 2328 | 5272 | 2944 | 2328 |
Profit Streak | 44.2455 | 175.2455 | 0 | 0 | 0 | 165.5788 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -707545 | -414032 | -579427 | -709656 | -584439 | 301367 |
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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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