Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1014351.7541 | 170748.6498 | -1185100.4039 | -260096.1641 | 6751930.4102 | -7012026.5742 |
Total P&L (%) | -1014.3518 | 170.7487 | -1185.1004 | -260.0962 | 6751.9304 | -7012.0266 |
Avg Daily Profit (%) | -0.4555 | 0.0767 | -0.5322 | 0 | 0.19 | 0 |
Buy And Hold Return (%) | 228.5044 | 228.5044 | 228.5044 | 228.5044 | 228.5044 | 228.5044 |
Max Trade Drawdown | -1365436 | -181836 | -1228072 | -9190044 | -2911219 | -8712150 |
Profit Factor | 0.4157 | 1.422 | 0.1099 | 0.9808 | 2.8251 | 0.2872 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 16 | 16 | 32 | 19 | 13 |
Losing Trades | 30 | 15 | 15 | 30 | 12 | 18 |
Profitability (%) | 51.6129 | 51.6129 | 51.6129 | 51.6129 | 61.2903 | 41.9355 |
Ratio Avg Win / Avg Loss | 0.3897 | 1.3331 | 0.1031 | 0.9195 | 1.7843 | 0.3977 |
Largest Winning Trade | 100556 | 100556 | 27276 | 4595949 | 4595949 | 1261805 |
Largest Losing Trade | -1117362 | -62153 | -1117362 | -8061051 | -2911219 | -8061051 |
Avg Bars in Trades | 137 | 216 | 57 | 137 | 216 | 57 |
Avg Bars in Winners | 74 | 108 | 40 | 192 | 283 | 58 |
Avg Bars in Losers | 203 | 331 | 76 | 78 | 109 | 57 |
Bars Traded | 8499 | 6705 | 1794 | 8499 | 6705 | 1794 |
Profit Streak | 141.6743 | 141.6743 | 359.9243 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -737717 | -254784 | -579227 | -739068 | 531658 | -583954 |
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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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