Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -467084.1759 | 467482.1454 | -934566.3212 | -157274.8433 | -2522089.0618 | 2364814.2185 |
Total P&L (%) | -467.0842 | 467.4821 | -934.5663 | -157.2748 | -2522.0891 | 2364.8142 |
Avg Daily Profit (%) | -0.2604 | 0.2606 | -0.521 | 0 | 0 | 0.1788 |
Buy And Hold Return (%) | 246.3494 | 246.3494 | 246.3494 | 246.3494 | 246.3494 | 246.3494 |
Max Trade Drawdown | -878550 | -273417 | -108494 | -11698364 | -13795726 | -2363085 |
Profit Factor | 0.6964 | 2.1256 | 0.1679 | 0.9918 | 0.8273 | 1.5237 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 11 | 16 | 35 | 21 | 14 |
Losing Trades | 35 | 20 | 15 | 27 | 10 | 17 |
Profitability (%) | 43.5484 | 35.4839 | 51.6129 | 56.4516 | 67.7419 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.9027 | 3.8647 | 0.1574 | 0.7651 | 0.3939 | 1.8502 |
Largest Winning Trade | 604545 | 604545 | 34640 | 6270856 | 6270856 | 5297032 |
Largest Losing Trade | -878550 | -56152 | -878550 | -9129913 | -9129913 | -1564621 |
Avg Bars in Trades | 108 | 155 | 61 | 108 | 155 | 61 |
Avg Bars in Winners | 95 | 147 | 59 | 111 | 155 | 46 |
Avg Bars in Losers | 117 | 159 | 62 | 103 | 155 | 73 |
Bars Traded | 6703 | 4806 | 1897 | 6703 | 4806 | 1897 |
Profit Streak | 65.4016 | 0 | 157.1516 | 0 | 135.6516 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -741505 | -1074 | -579644 | -738441 | -577948 | 305888 |
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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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