Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1343251.37 | 36653.5046 | -1379904.8746 | -5341211.1926 | -25036287.6584 | 19695076.4658 |
Total P&L (%) | -1343.2514 | 36.6535 | -1379.9049 | -5341.2112 | -25036.2877 | 19695.0765 |
Avg Daily Profit (%) | -0.7385 | 0.0202 | -0.7586 | 0 | 0 | 0.2911 |
Buy And Hold Return (%) | 776.0753 | 776.0753 | 776.0753 | 776.0753 | 776.0753 | 776.0753 |
Max Trade Drawdown | -696223 | -122828 | -579234 | -43000839 | -30463843 | -19989409 |
Profit Factor | 0.308 | 1.1424 | 0.1805 | 0.9289 | 0.4387 | 1.6464 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 73 | 37 | 36 | 38 | 17 | 21 |
Losing Trades | 23 | 11 | 12 | 58 | 31 | 27 |
Profitability (%) | 76.0417 | 77.0833 | 75 | 39.5833 | 35.4167 | 43.75 |
Ratio Avg Win / Avg Loss | 0.097 | 0.3396 | 0.0602 | 1.4177 | 0.7999 | 2.1168 |
Largest Winning Trade | 36097 | 29338 | 36097 | 25443709 | 3043063 | 25443709 |
Largest Losing Trade | -964474 | -68536 | -964474 | -23386576 | -23386576 | -19989409 |
Avg Bars in Trades | 35 | 41 | 28 | 35 | 41 | 28 |
Avg Bars in Winners | 13 | 13 | 14 | 43 | 49 | 38 |
Avg Bars in Losers | 102 | 137 | 71 | 30 | 37 | 21 |
Bars Traded | 3386 | 2015 | 1371 | 3386 | 2015 | 1371 |
Profit Streak | 23.5214 | 135.5214 | 0 | 0 | 0 | 93.0214 |
Trades During Streak | 1 | 7 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576322 | -392140 | -577170 | -582906 | -586360 | 389867 |
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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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