Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1011220.9387 | 100543.027 | -1111763.9657 | -6622125.9826 | -16616229.3435 | 9994103.3609 |
Total P&L (%) | -1011.2209 | 100.543 | -1111.764 | -6622.126 | -16616.2293 | 9994.1034 |
Avg Daily Profit (%) | -0.5577 | 0.0554 | -0.6131 | 0 | 0 | 0.2548 |
Buy And Hold Return (%) | 545.2773 | 545.2773 | 545.2773 | 545.2773 | 545.2773 | 545.2773 |
Max Trade Drawdown | -1156709 | -164156 | -1181310 | -32461893 | -23387841 | -9671180 |
Profit Factor | 0.4223 | 1.331 | 0.2315 | 0.8746 | 0.4851 | 1.4864 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 51 | 26 | 25 | 34 | 17 | 17 |
Losing Trades | 28 | 14 | 14 | 45 | 23 | 22 |
Profitability (%) | 64.557 | 65 | 64.1026 | 43.038 | 42.5 | 43.5897 |
Ratio Avg Win / Avg Loss | 0.2318 | 0.7167 | 0.1296 | 1.1576 | 0.6563 | 1.9236 |
Largest Winning Trade | 52895 | 50717 | 52895 | 16140614 | 5548446 | 16140614 |
Largest Losing Trade | -644641 | -75315 | -644641 | -19536549 | -19536549 | -6873043 |
Avg Bars in Trades | 67 | 69 | 65 | 67 | 69 | 65 |
Avg Bars in Winners | 36 | 36 | 36 | 70 | 73 | 67 |
Avg Bars in Losers | 123 | 129 | 117 | 64 | 65 | 63 |
Bars Traded | 5314 | 2763 | 2551 | 5314 | 2763 | 2551 |
Profit Streak | 1.4224 | 61.0891 | 0 | 0 | 0 | 6.7557 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -612470 | -282684 | -578929 | -613096 | -583666 | 325972 |
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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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