Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1701408.8675 | -87937.0702 | -1613471.7973 | -247099.381 | -5270054.298 | 5022954.9171 |
Total P&L (%) | -1701.4089 | -87.9371 | -1613.4718 | -247.0994 | -5270.0543 | 5022.9549 |
Avg Daily Profit (%) | -0.9111 | -0.0471 | -0.864 | 0 | 0 | 0.211 |
Buy And Hold Return (%) | 574.6487 | 574.6487 | 574.6487 | 574.6487 | 574.6487 | 574.6487 |
Max Trade Drawdown | -1763183 | -155167 | -1654947 | -8108065 | -6601745 | -5040566 |
Profit Factor | 0.2156 | 0.6795 | 0.1484 | 0.9858 | 0.4233 | 1.6036 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 39 | 16 | 23 | 34 | 14 | 20 |
Losing Trades | 25 | 16 | 9 | 30 | 18 | 12 |
Profitability (%) | 60.9375 | 50 | 71.875 | 53.125 | 43.75 | 62.5 |
Ratio Avg Win / Avg Loss | 0.1382 | 0.6795 | 0.0581 | 0.8699 | 0.5443 | 0.9622 |
Largest Winning Trade | 31407 | 20870 | 31407 | 5381956 | 877614 | 5381956 |
Largest Losing Trade | -1061987 | -57455 | -1061987 | -4552777 | -4552777 | -2683829 |
Avg Bars in Trades | 56 | 63 | 49 | 56 | 63 | 49 |
Avg Bars in Winners | 30 | 35 | 27 | 40 | 54 | 31 |
Avg Bars in Losers | 96 | 91 | 104 | 73 | 70 | 78 |
Bars Traded | 3597 | 2028 | 1569 | 3597 | 2028 | 1569 |
Profit Streak | 155.8496 | 155.8496 | 278.3496 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721418 | -579457 | -576603 | -723872 | -583240 | 359183 |
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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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