Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1119714.7939 | 85863.9035 | -1205578.6974 | -1132577.6015 | -9476165.4426 | 8343587.8411 |
Total P&L (%) | -1119.7148 | 85.8639 | -1205.5787 | -1132.5776 | -9476.1654 | 8343.5878 |
Avg Daily Profit (%) | -0.5942 | 0.0456 | -0.6398 | 0 | 0 | 0.2357 |
Buy And Hold Return (%) | 599.8423 | 599.8423 | 599.8423 | 599.8423 | 599.8423 | 599.8423 |
Max Trade Drawdown | -1129388 | -110856 | -1225708 | -14339815 | -10540031 | -12324021 |
Profit Factor | 0.3837 | 1.3187 | 0.2209 | 0.9684 | 0.4799 | 1.474 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 37 | 16 | 21 | 39 | 18 | 21 |
Losing Trades | 30 | 17 | 13 | 28 | 15 | 13 |
Profitability (%) | 55.2239 | 48.4848 | 61.7647 | 58.209 | 54.5455 | 61.7647 |
Ratio Avg Win / Avg Loss | 0.3111 | 1.4011 | 0.1368 | 0.6953 | 0.4 | 0.9125 |
Largest Winning Trade | 105791 | 105791 | 55960 | 10723545 | 1423756 | 10723545 |
Largest Losing Trade | -712690 | -57054 | -712690 | -7349125 | -6073546 | -7349125 |
Avg Bars in Trades | 79 | 82 | 77 | 79 | 82 | 77 |
Avg Bars in Winners | 67 | 57 | 75 | 69 | 78 | 62 |
Avg Bars in Losers | 94 | 105 | 79 | 93 | 87 | 100 |
Bars Traded | 5338 | 2719 | 2619 | 5338 | 2719 | 2619 |
Profit Streak | 42.1221 | 0 | 74.7888 | 0 | 412.1221 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -700549 | -298243 | -578712 | -700713 | -578817 | 335913 |
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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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