Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1111669.4013 | 14878.5861 | -1126547.9873 | -778209.7305 | -5860393.9241 | 5082184.1936 |
Total P&L (%) | -1111.6694 | 14.8786 | -1126.548 | -778.2097 | -5860.3939 | 5082.1842 |
Avg Daily Profit (%) | -0.6053 | 0.0081 | -0.6134 | 0 | 0 | 0.2152 |
Buy And Hold Return (%) | 739.1397 | 739.1397 | 739.1397 | 739.1397 | 739.1397 | 739.1397 |
Max Trade Drawdown | -1149691 | -160221 | -1150066 | -14792166 | -11125876 | -4027576 |
Profit Factor | 0.3436 | 1.0543 | 0.2065 | 0.9674 | 0.5622 | 1.4862 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 19 | 18 | 28 | 13 | 15 |
Losing Trades | 25 | 12 | 13 | 34 | 18 | 16 |
Profitability (%) | 59.6774 | 61.2903 | 58.0645 | 45.1613 | 41.9355 | 48.3871 |
Ratio Avg Win / Avg Loss | 0.2322 | 0.6659 | 0.1492 | 1.1746 | 0.7785 | 1.5853 |
Largest Winning Trade | 62237 | 62237 | 38391 | 8592073 | 1816510 | 8592073 |
Largest Losing Trade | -644770 | -74827 | -644770 | -9762701 | -9762701 | -2498467 |
Avg Bars in Trades | 166 | 175 | 157 | 166 | 175 | 157 |
Avg Bars in Winners | 82 | 90 | 74 | 173 | 194 | 154 |
Avg Bars in Losers | 290 | 310 | 272 | 161 | 161 | 160 |
Bars Traded | 10331 | 5443 | 4888 | 10331 | 5443 | 4888 |
Profit Streak | 56.0277 | 83.6944 | 0 | 0 | 0 | 182.0277 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -737461 | -508216 | -579772 | -739492 | -583954 | 385992 |
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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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