Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1162402.6005 | -24725.0413 | -1137677.5592 | -1207726.7695 | -5347026.5357 | 4139299.7662 |
Total P&L (%) | -1162.4026 | -24.725 | -1137.6776 | -1207.7268 | -5347.0265 | 4139.2998 |
Avg Daily Profit (%) | -0.6368 | -0.0135 | -0.6232 | 0 | 0 | 0.2055 |
Buy And Hold Return (%) | 772.3483 | 772.3483 | 772.3483 | 772.3483 | 772.3483 | 772.3483 |
Max Trade Drawdown | -1199218 | -185023 | -1158181 | -15821668 | -11996889 | -3885452 |
Profit Factor | 0.3103 | 0.911 | 0.1917 | 0.9448 | 0.6103 | 1.5078 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 54 | 27 | 27 | 37 | 17 | 20 |
Losing Trades | 23 | 12 | 11 | 40 | 22 | 18 |
Profitability (%) | 70.1299 | 69.2308 | 71.0526 | 48.0519 | 43.5897 | 52.6316 |
Ratio Avg Win / Avg Loss | 0.1322 | 0.4049 | 0.0781 | 1.0214 | 0.7898 | 1.357 |
Largest Winning Trade | 35106 | 35106 | 29553 | 4858385 | 1277984 | 4858385 |
Largest Losing Trade | -621160 | -73990 | -621160 | -10164735 | -10164735 | -2676193 |
Avg Bars in Trades | 45 | 49 | 41 | 45 | 49 | 41 |
Avg Bars in Winners | 17 | 18 | 16 | 43 | 42 | 43 |
Avg Bars in Losers | 109 | 117 | 101 | 47 | 54 | 38 |
Bars Traded | 3482 | 1915 | 1567 | 3482 | 1915 | 1567 |
Profit Streak | 32.4815 | 161.4815 | 32.4815 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -622715 | -576882 | -577495 | -626146 | -583250 | 313152 |
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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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