Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -942018.2267 | 62536.5719 | -1004554.7986 | -1162413.5585 | -5380652.8396 | 4218239.281 |
Total P&L (%) | -942.0182 | 62.5366 | -1004.5548 | -1162.4136 | -5380.6528 | 4218.2393 |
Avg Daily Profit (%) | -0.5156 | 0.0342 | -0.5498 | 0 | 0 | 0.2063 |
Buy And Hold Return (%) | 664.2094 | 664.2094 | 664.2094 | 664.2094 | 664.2094 | 664.2094 |
Max Trade Drawdown | -1023334 | -136701 | -1056096 | -12137912 | -8819189 | -4961689 |
Profit Factor | 0.4093 | 1.2215 | 0.2346 | 0.9544 | 0.5753 | 1.3285 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 19 | 20 | 30 | 13 | 17 |
Losing Trades | 27 | 14 | 13 | 36 | 20 | 16 |
Profitability (%) | 59.0909 | 57.5758 | 60.6061 | 45.4545 | 39.3939 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.2834 | 0.9 | 0.1525 | 1.1453 | 0.885 | 1.2504 |
Largest Winning Trade | 57303 | 57303 | 52697 | 11769342 | 1451439 | 11769342 |
Largest Losing Trade | -610358 | -76383 | -610358 | -7672934 | -7672934 | -4558555 |
Avg Bars in Trades | 79 | 86 | 73 | 79 | 86 | 73 |
Avg Bars in Winners | 42 | 51 | 33 | 76 | 88 | 67 |
Avg Bars in Losers | 133 | 132 | 134 | 82 | 84 | 79 |
Bars Traded | 5263 | 2841 | 2422 | 5263 | 2841 | 2422 |
Profit Streak | 0 | 0 | 0 | 73.0146 | 73.0146 | 169.348 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -708099 | -314050 | -579427 | -708690 | -584369 | 326028 |
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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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