Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1064358.6795 | 53861.7034 | -1118220.3829 | -1749637.692 | -10397604.0916 | 8647966.3996 |
Total P&L (%) | -1064.3587 | 53.8617 | -1118.2204 | -1749.6377 | -10397.6041 | 8647.9664 |
Avg Daily Profit (%) | -0.5825 | 0.0295 | -0.6119 | 0 | 0 | 0.245 |
Buy And Hold Return (%) | 774.7198 | 774.7198 | 774.7198 | 774.7198 | 774.7198 | 774.7198 |
Max Trade Drawdown | -1161566 | -175355 | -1181118 | -20747449 | -15470731 | -6089802 |
Profit Factor | 0.3742 | 1.1937 | 0.214 | 0.9499 | 0.4765 | 1.5749 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 37 | 20 | 17 | 30 | 16 | 14 |
Losing Trades | 24 | 11 | 13 | 31 | 15 | 16 |
Profitability (%) | 60.6557 | 64.5161 | 56.6667 | 49.1803 | 51.6129 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.2427 | 0.6565 | 0.1636 | 0.9815 | 0.4467 | 1.7999 |
Largest Winning Trade | 85753 | 85753 | 47292 | 14633482 | 2301369 | 14633482 |
Largest Losing Trade | -662103 | -73666 | -662103 | -13609773 | -13609773 | -3808732 |
Avg Bars in Trades | 86 | 92 | 81 | 86 | 92 | 81 |
Avg Bars in Winners | 45 | 48 | 41 | 87 | 94 | 79 |
Avg Bars in Losers | 150 | 171 | 132 | 85 | 89 | 81 |
Bars Traded | 5287 | 2857 | 2430 | 5287 | 2857 | 2430 |
Profit Streak | 47.3056 | 74.6389 | 0 | 0 | 0 | 170.3056 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744836 | -326026 | -579961 | -747096 | -580608 | 393176 |
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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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