Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -795385.2708 | 117102.6845 | -912487.9553 | -4605959.4594 | -11603898.6169 | 6997939.1575 |
Total P&L (%) | -795.3853 | 117.1027 | -912.488 | -4605.9595 | -11603.8986 | 6997.9392 |
Avg Daily Profit (%) | -0.4357 | 0.0641 | -0.4998 | 0 | 0 | 0.2337 |
Buy And Hold Return (%) | 687.3247 | 687.3247 | 687.3247 | 687.3247 | 687.3247 | 687.3247 |
Max Trade Drawdown | -923390 | -121419 | -975121 | -33822476 | -23116004 | -11995653 |
Profit Factor | 0.4661 | 1.4719 | 0.265 | 0.9175 | 0.6266 | 1.2826 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 22 | 19 | 34 | 16 | 18 |
Losing Trades | 27 | 12 | 15 | 34 | 18 | 16 |
Profitability (%) | 60.2941 | 64.7059 | 55.8824 | 50 | 47.0588 | 52.9412 |
Ratio Avg Win / Avg Loss | 0.3069 | 0.8028 | 0.2092 | 0.9175 | 0.7049 | 1.1401 |
Largest Winning Trade | 54578 | 48140 | 54578 | 16061202 | 3359673 | 16061202 |
Largest Losing Trade | -548220 | -75313 | -548220 | -19094215 | -19094215 | -10055920 |
Avg Bars in Trades | 77 | 82 | 73 | 77 | 82 | 73 |
Avg Bars in Winners | 43 | 52 | 34 | 74 | 79 | 70 |
Avg Bars in Losers | 129 | 138 | 121 | 81 | 85 | 76 |
Bars Traded | 5292 | 2810 | 2482 | 5292 | 2810 | 2482 |
Profit Streak | 0 | 0 | 0 | 39.9487 | 39.9487 | 170.9487 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -692943 | -271704 | -580032 | -693290 | -581391 | 360815 |
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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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