Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1751512.3467 | -19004.8201 | -1732507.5266 | -955148.7297 | -16506032.975 | 15550884.2454 |
Total P&L (%) | -1751.5123 | -19.0048 | -1732.5075 | -955.1487 | -16506.033 | 15550.8842 |
Avg Daily Profit (%) | -0.9613 | -0.0104 | -0.9509 | 0 | 0 | 0.2777 |
Buy And Hold Return (%) | 563.9736 | 563.9736 | 563.9736 | 563.9736 | 563.9736 | 563.9736 |
Max Trade Drawdown | -1849432 | -139278 | -1803756 | -31411052 | -17342429 | -14068623 |
Profit Factor | 0.2741 | 0.9457 | 0.1602 | 0.9774 | 0.279 | 1.8062 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 43 | 18 | 25 | 38 | 15 | 23 |
Losing Trades | 35 | 21 | 14 | 40 | 24 | 16 |
Profitability (%) | 55.1282 | 46.1538 | 64.1026 | 48.7179 | 38.4615 | 58.9744 |
Ratio Avg Win / Avg Loss | 0.2231 | 1.1033 | 0.0897 | 1.0288 | 0.4464 | 1.2565 |
Largest Winning Trade | 52187 | 52187 | 38048 | 19684535 | 1133285 | 19684535 |
Largest Losing Trade | -887406 | -78883 | -887406 | -13081541 | -13081541 | -7863778 |
Avg Bars in Trades | 66 | 75 | 57 | 66 | 75 | 57 |
Avg Bars in Winners | 41 | 56 | 30 | 61 | 74 | 53 |
Avg Bars in Losers | 97 | 92 | 106 | 71 | 76 | 63 |
Bars Traded | 5199 | 2953 | 2245 | 5199 | 2953 | 2245 |
Profit Streak | 46.7328 | 68.3994 | 0 | 0 | 0 | 110.7328 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -618332 | -580028 | -578929 | -618387 | -585244 | 459487 |
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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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