Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -620639.9858 | 451926.9341 | -1072566.9199 | -10551751.6377 | -147611383.532 | 137059631.8943 |
Total P&L (%) | -620.64 | 451.9269 | -1072.5669 | -10551.7516 | -147611.3835 | 137059.6319 |
Avg Daily Profit (%) | -0.2744 | 0.1998 | -0.4742 | 0 | 0 | 0.3199 |
Buy And Hold Return (%) | 10220.127 | 10220.127 | 10220.127 | 10220.127 | 10220.127 | 10220.127 |
Max Trade Drawdown | -1282648 | -57961 | -1264445 | -214158319 | -159481266 | -71671218 |
Profit Factor | 0.6276 | 2.9326 | 0.2513 | 0.9702 | 0.4145 | 2.3474 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 44 | 20 | 24 | 27 | 15 | 12 |
Losing Trades | 22 | 13 | 9 | 39 | 18 | 21 |
Profitability (%) | 66.6667 | 60.6061 | 72.7273 | 40.9091 | 45.4545 | 36.3636 |
Ratio Avg Win / Avg Loss | 0.3138 | 1.9062 | 0.0942 | 1.4014 | 0.4974 | 4.1079 |
Largest Winning Trade | 141666 | 141666 | 40678 | 148843616 | 51317190 | 148843616 |
Largest Losing Trade | -682084 | -32124 | -682084 | -96539501 | -96539501 | -11988053 |
Avg Bars in Trades | 95 | 103 | 87 | 95 | 103 | 87 |
Avg Bars in Winners | 89 | 93 | 86 | 103 | 132 | 67 |
Avg Bars in Losers | 106 | 118 | 88 | 89 | 79 | 98 |
Bars Traded | 6292 | 3415 | 2877 | 6292 | 3415 | 2877 |
Profit Streak | 60.4865 | 98.8198 | 0 | 0 | 0 | 200.8198 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706557 | -150648 | -577856 | -711424 | -582570 | 316708 |
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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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