Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1309181.0845 | 7230.6831 | -1316411.7676 | -201401.2553 | -9127836.4637 | 8926435.2084 |
Total P&L (%) | -1309.1811 | 7.2307 | -1316.4118 | -201.4013 | -9127.8365 | 8926.4352 |
Avg Daily Profit (%) | -0.58 | 0.0032 | -0.5832 | 0 | 0 | 0.1997 |
Buy And Hold Return (%) | 315.8879 | 315.8879 | 315.8879 | 315.8879 | 315.8879 | 315.8879 |
Max Trade Drawdown | -1412031 | -173262 | -1397997 | -15211603 | -12100944 | -7247744 |
Profit Factor | 0.3019 | 1.0242 | 0.1648 | 0.9912 | 0.3704 | 2.0573 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 62 | 27 | 35 | 46 | 20 | 26 |
Losing Trades | 35 | 21 | 14 | 51 | 28 | 23 |
Profitability (%) | 63.9175 | 56.25 | 71.4286 | 47.4227 | 41.6667 | 53.0612 |
Ratio Avg Win / Avg Loss | 0.1704 | 0.7966 | 0.0659 | 1.099 | 0.5186 | 1.8199 |
Largest Winning Trade | 67029 | 67029 | 30725 | 6998299 | 2675389 | 6998299 |
Largest Losing Trade | -1085661 | -51575 | -1085661 | -4380686 | -4380686 | -3720136 |
Avg Bars in Trades | 65 | 67 | 63 | 65 | 67 | 63 |
Avg Bars in Winners | 37 | 30 | 41 | 55 | 55 | 54 |
Avg Bars in Losers | 115 | 115 | 116 | 74 | 76 | 72 |
Bars Traded | 6342 | 3251 | 3091 | 6342 | 3251 | 3091 |
Profit Streak | 36.9467 | 36.9467 | 71.6134 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577280 | -548493 | -576527 | -579855 | -583930 | 447795 |
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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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