Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -959212.074 | 67528.5205 | -1026740.5945 | -1818792.8796 | -10348192.8828 | 8529400.0032 |
Total P&L (%) | -959.2121 | 67.5285 | -1026.7406 | -1818.7929 | -10348.1929 | 8529.4 |
Avg Daily Profit (%) | -0.5262 | 0.037 | -0.5632 | 0 | 0 | 0.2448 |
Buy And Hold Return (%) | 691.2554 | 691.2554 | 691.2554 | 691.2554 | 691.2554 | 691.2554 |
Max Trade Drawdown | -1093237 | -195492 | -1107639 | -26706695 | -20491975 | -6627144 |
Profit Factor | 0.4716 | 1.1938 | 0.3 | 0.9576 | 0.596 | 1.4922 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 116 | 56 | 60 | 81 | 39 | 42 |
Losing Trades | 60 | 32 | 28 | 95 | 49 | 46 |
Profitability (%) | 65.9091 | 63.6364 | 68.1818 | 46.0227 | 44.3182 | 47.7273 |
Ratio Avg Win / Avg Loss | 0.2439 | 0.6822 | 0.14 | 1.1232 | 0.7488 | 1.6343 |
Largest Winning Trade | 53465 | 53465 | 37544 | 9649409 | 2720553 | 9649409 |
Largest Losing Trade | -564916 | -72912 | -564916 | -17534056 | -17534056 | -3416330 |
Avg Bars in Trades | 20 | 21 | 19 | 20 | 21 | 19 |
Avg Bars in Winners | 9 | 9 | 10 | 19 | 21 | 17 |
Avg Bars in Losers | 40 | 42 | 38 | 21 | 21 | 20 |
Bars Traded | 3571 | 1888 | 1683 | 3571 | 1888 | 1683 |
Profit Streak | 31.1999 | 31.1999 | 37.6999 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576014 | -315182 | -576751 | -579458 | -583028 | 355160 |
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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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