Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3563616.0939 | 46559.6385 | -3610175.7323 | -5280635.2452 | 7699184.9684 | -12979820.2137 |
Total P&L (%) | -3563.6161 | 46.5596 | -3610.1757 | -5280.6352 | 7699.185 | -12979.8202 |
Avg Daily Profit (%) | -1.6056 | 0.021 | -1.6266 | 0 | 0.1965 | 0 |
Buy And Hold Return (%) | 743.3415 | 743.3415 | 743.3415 | 743.3415 | 743.3415 | 743.3415 |
Max Trade Drawdown | -3864473 | -71295 | -3802117 | -12024088 | -2946725 | -13070552 |
Profit Factor | 0.1417 | 1.2047 | 0.0801 | 0.8042 | 1.8838 | 0.2888 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 37 | 16 | 21 | 24 | 14 | 10 |
Losing Trades | 27 | 16 | 11 | 40 | 18 | 22 |
Profitability (%) | 57.8125 | 50 | 65.625 | 37.5 | 43.75 | 31.25 |
Ratio Avg Win / Avg Loss | 0.1034 | 1.2047 | 0.0419 | 1.3403 | 2.4221 | 0.6354 |
Largest Winning Trade | 59645 | 59645 | 42075 | 3638400 | 3638400 | 2230620 |
Largest Losing Trade | -3762680 | -47556 | -3762680 | -7062789 | -1949345 | -7062789 |
Avg Bars in Trades | 134 | 147 | 121 | 134 | 147 | 121 |
Avg Bars in Winners | 60 | 59 | 61 | 213 | 243 | 171 |
Avg Bars in Losers | 235 | 235 | 235 | 87 | 72 | 99 |
Bars Traded | 8610 | 4715 | 3895 | 8610 | 4715 | 3895 |
Profit Streak | 0 | 0 | 272.7785 | 14.2785 | 15.7785 | 0 |
Trades During Streak | 0 | 0 | 6 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -723265 | -331144 | -577368 | -727156 | 349217 | -588102 |
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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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