Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1184830.841 | -55221.3135 | -1129609.5274 | -428815.6838 | -3795229.981 | 3366414.2973 |
Total P&L (%) | -1184.8308 | -55.2213 | -1129.6095 | -428.8157 | -3795.23 | 3366.4143 |
Avg Daily Profit (%) | -0.6539 | -0.0305 | -0.6234 | 0 | 0 | 0.1959 |
Buy And Hold Return (%) | 571.4944 | 571.4944 | 571.4944 | 571.4944 | 571.4944 | 571.4944 |
Max Trade Drawdown | -1249990 | -210578 | -1161414 | -10315823 | -8113858 | -2276655 |
Profit Factor | 0.2993 | 0.8241 | 0.1796 | 0.9751 | 0.6292 | 1.4799 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 55 | 26 | 29 | 36 | 17 | 19 |
Losing Trades | 23 | 13 | 10 | 42 | 22 | 20 |
Profitability (%) | 70.5128 | 66.6667 | 74.359 | 46.1538 | 43.5897 | 48.7179 |
Ratio Avg Win / Avg Loss | 0.1252 | 0.4121 | 0.0619 | 1.1377 | 0.8143 | 1.5578 |
Largest Winning Trade | 32795 | 32795 | 29553 | 6203781 | 1554741 | 6203781 |
Largest Losing Trade | -556672 | -75481 | -556672 | -6923432 | -6923432 | -2015398 |
Avg Bars in Trades | 44 | 49 | 40 | 44 | 49 | 40 |
Avg Bars in Winners | 17 | 16 | 19 | 45 | 48 | 41 |
Avg Bars in Losers | 108 | 114 | 101 | 44 | 49 | 38 |
Bars Traded | 3492 | 1918 | 1574 | 3492 | 1918 | 1574 |
Profit Streak | 19.2103 | 59.7103 | 19.2103 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -615146 | -577619 | -577040 | -619384 | -583250 | 326846 |
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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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