Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1482118.457 | -34042.1168 | -1448076.3402 | 840206.2533 | 9438515.214 | -8598308.9607 |
Total P&L (%) | -1482.1185 | -34.0421 | -1448.0763 | 840.2063 | 9438.5152 | -8598.309 |
Avg Daily Profit (%) | -0.7871 | -0.0181 | -0.769 | 0.1191 | 0.2424 | 0 |
Buy And Hold Return (%) | 605.3588 | 605.3588 | 605.3588 | 605.3588 | 605.3588 | 605.3588 |
Max Trade Drawdown | -1593634 | -159446 | -1512255 | -11579670 | -1080806 | -17709116 |
Profit Factor | 0.2872 | 0.8709 | 0.2025 | 1.0299 | 3.3662 | 0.6436 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 45 | 19 | 26 | 37 | 24 | 13 |
Losing Trades | 32 | 20 | 12 | 40 | 15 | 25 |
Profitability (%) | 58.4416 | 48.7179 | 68.4211 | 48.0519 | 61.5385 | 34.2105 |
Ratio Avg Win / Avg Loss | 0.2042 | 0.9167 | 0.0934 | 1.1134 | 2.1039 | 1.2377 |
Largest Winning Trade | 56677 | 56677 | 30734 | 4798109 | 4798109 | 4546827 |
Largest Losing Trade | -835263 | -51416 | -835263 | -11579670 | -826683 | -11579670 |
Avg Bars in Trades | 144 | 104 | 185 | 144 | 104 | 185 |
Avg Bars in Winners | 90 | 57 | 114 | 150 | 112 | 221 |
Avg Bars in Losers | 220 | 148 | 340 | 138 | 90 | 166 |
Bars Traded | 11112 | 4063 | 7049 | 11112 | 4063 | 7049 |
Profit Streak | 67.7547 | 96.0881 | 67.7547 | 67.7547 | 96.0881 | 67.7547 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -624302 | -580297 | -577818 | -312006 | 623214 | -584680 |
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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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