Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -763200.4533 | 196787.1273 | -959987.5807 | -9896988.8498 | -20605643.7335 | 10708654.8837 |
Total P&L (%) | -763.2005 | 196.7871 | -959.9876 | -9896.9889 | -20605.6437 | 10708.6549 |
Avg Daily Profit (%) | -0.4207 | 0.1085 | -0.5291 | 0 | 0 | 0.2584 |
Buy And Hold Return (%) | 607.939 | 607.939 | 607.939 | 607.939 | 607.939 | 607.939 |
Max Trade Drawdown | -946314 | -117729 | -1055645 | -51021682 | -35098498 | -17016568 |
Profit Factor | 0.5358 | 1.6586 | 0.2865 | 0.887 | 0.6008 | 1.2976 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 53 | 26 | 27 | 40 | 20 | 20 |
Losing Trades | 29 | 15 | 14 | 42 | 21 | 21 |
Profitability (%) | 64.6341 | 63.4146 | 65.8537 | 48.7805 | 48.7805 | 48.7805 |
Ratio Avg Win / Avg Loss | 0.2932 | 0.9569 | 0.1485 | 0.9314 | 0.6308 | 1.3625 |
Largest Winning Trade | 103668 | 103668 | 47686 | 20808971 | 4112792 | 20808971 |
Largest Losing Trade | -620092 | -78368 | -620092 | -28319030 | -28319030 | -11852432 |
Avg Bars in Trades | 64 | 65 | 63 | 64 | 65 | 63 |
Avg Bars in Winners | 36 | 41 | 31 | 63 | 76 | 50 |
Avg Bars in Losers | 116 | 107 | 125 | 65 | 55 | 75 |
Bars Traded | 5286 | 2698 | 2589 | 5286 | 2698 | 2589 |
Profit Streak | 0 | 0 | 0 | 102.2826 | 140.2826 | 102.2826 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -587380 | -211828 | -578687 | -588674 | -580255 | 314223 |
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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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