Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -888551.0811 | 108812.8361 | -997363.9171 | -1125704.1413 | -8899044.1733 | 7773340.0321 |
Total P&L (%) | -888.5511 | 108.8128 | -997.3639 | -1125.7041 | -8899.0442 | 7773.34 |
Avg Daily Profit (%) | -0.4865 | 0.0596 | -0.5461 | 0 | 0 | 0.2393 |
Buy And Hold Return (%) | 765.9749 | 765.9749 | 765.9749 | 765.9749 | 765.9749 | 765.9749 |
Max Trade Drawdown | -1004777 | -139374 | -1018445 | -23129290 | -17189734 | -8224137 |
Profit Factor | 0.4448 | 1.3563 | 0.2298 | 0.9691 | 0.5817 | 1.512 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 37 | 19 | 18 | 36 | 18 | 18 |
Losing Trades | 26 | 13 | 13 | 27 | 14 | 13 |
Profitability (%) | 58.7302 | 59.375 | 58.0645 | 57.1429 | 56.25 | 58.0645 |
Ratio Avg Win / Avg Loss | 0.3126 | 0.928 | 0.166 | 0.7268 | 0.4524 | 1.092 |
Largest Winning Trade | 66556 | 66556 | 48003 | 11145852 | 2143727 | 11145852 |
Largest Losing Trade | -460783 | -70215 | -460783 | -14029918 | -14029918 | -4375280 |
Avg Bars in Trades | 112 | 99 | 125 | 112 | 99 | 125 |
Avg Bars in Winners | 96 | 79 | 114 | 104 | 91 | 117 |
Avg Bars in Losers | 135 | 129 | 142 | 123 | 111 | 137 |
Bars Traded | 7101 | 3197 | 3904 | 7101 | 3197 | 3904 |
Profit Streak | 45.7485 | 74.7485 | 0 | 0 | 0 | 113.2485 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730089 | -278648 | -579772 | -730851 | -580000 | 407589 |
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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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