Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -704389.3465 | 156281.4103 | -860670.7568 | -5938857.7877 | -13796299.4497 | 7857441.662 |
Total P&L (%) | -704.3893 | 156.2814 | -860.6708 | -5938.8578 | -13796.2995 | 7857.4417 |
Avg Daily Profit (%) | -0.3867 | 0.0858 | -0.4726 | 0 | 0 | 0.2406 |
Buy And Hold Return (%) | 644.4414 | 644.4414 | 644.4414 | 644.4414 | 644.4414 | 644.4414 |
Max Trade Drawdown | -888160 | -108321 | -950318 | -31176692 | -21324559 | -12398886 |
Profit Factor | 0.511 | 1.657 | 0.2844 | 0.8917 | 0.532 | 1.3099 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 41 | 21 | 20 | 32 | 16 | 16 |
Losing Trades | 23 | 11 | 12 | 32 | 16 | 16 |
Profitability (%) | 64.0625 | 65.625 | 62.5 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 0.2867 | 0.868 | 0.1706 | 0.8917 | 0.532 | 1.3099 |
Largest Winning Trade | 66695 | 66695 | 62251 | 19503824 | 3801067 | 19503824 |
Largest Losing Trade | -475888 | -76146 | -475888 | -17334921 | -17334921 | -8691447 |
Avg Bars in Trades | 82 | 89 | 75 | 82 | 89 | 75 |
Avg Bars in Winners | 51 | 58 | 45 | 81 | 79 | 83 |
Avg Bars in Losers | 137 | 147 | 127 | 83 | 98 | 68 |
Bars Traded | 5286 | 2855 | 2431 | 5286 | 2855 | 2431 |
Profit Streak | 0 | 0 | 0 | 67.9567 | 67.9567 | 162.9567 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -722454 | -241822 | -579190 | -723308 | -580251 | 340650 |
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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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