Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1214247.1474 | -33024.0775 | -1181223.0699 | -905489.1342 | -4160928.5661 | 3255439.432 |
Total P&L (%) | -1214.2471 | -33.0241 | -1181.2231 | -905.4891 | -4160.9286 | 3255.4394 |
Avg Daily Profit (%) | -0.6675 | -0.0182 | -0.6494 | 0 | 0 | 0.1933 |
Buy And Hold Return (%) | 577.6379 | 577.6379 | 577.6379 | 577.6379 | 577.6379 | 577.6379 |
Max Trade Drawdown | -1284118 | -172722 | -1229670 | -11396102 | -8485440 | -3235741 |
Profit Factor | 0.3018 | 0.8811 | 0.1917 | 0.9518 | 0.5912 | 1.3777 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 48 | 22 | 26 | 33 | 15 | 18 |
Losing Trades | 23 | 14 | 9 | 38 | 21 | 17 |
Profitability (%) | 67.6056 | 61.1111 | 74.2857 | 46.4789 | 41.6667 | 51.4286 |
Ratio Avg Win / Avg Loss | 0.1446 | 0.5607 | 0.0664 | 1.096 | 0.8276 | 1.3012 |
Largest Winning Trade | 40551 | 40551 | 31517 | 5949895 | 1391663 | 5949895 |
Largest Losing Trade | -637248 | -73470 | -637248 | -7257863 | -7257863 | -2246312 |
Avg Bars in Trades | 74 | 77 | 71 | 74 | 77 | 71 |
Avg Bars in Winners | 42 | 43 | 42 | 72 | 82 | 63 |
Avg Bars in Losers | 140 | 130 | 157 | 76 | 73 | 80 |
Bars Traded | 5293 | 2779 | 2514 | 5293 | 2779 | 2514 |
Profit Streak | 29.5987 | 65.932 | 0 | 0 | 0 | 106.2654 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -668955 | -578781 | -577639 | -671758 | -584020 | 301212 |
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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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