Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1147873.5706 | 8657.0655 | -1156530.6361 | -801804.412 | 3724723.5527 | -4526527.9647 |
Total P&L (%) | -1147.8736 | 8.6571 | -1156.5306 | -801.8044 | 3724.7236 | -4526.528 |
Avg Daily Profit (%) | -0.5192 | 0.0039 | -0.5231 | 0 | 0.165 | 0 |
Buy And Hold Return (%) | 465.1751 | 465.1751 | 465.1751 | 465.1751 | 465.1751 | 465.1751 |
Max Trade Drawdown | -1288723 | -133031 | -1245776 | -5156844 | -820841 | -5915856 |
Profit Factor | 0.2736 | 1.0385 | 0.1468 | 0.9192 | 2.567 | 0.4004 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 17 | 15 | 37 | 21 | 16 |
Losing Trades | 36 | 17 | 19 | 31 | 13 | 18 |
Profitability (%) | 47.0588 | 50 | 44.1176 | 54.4118 | 61.7647 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.3078 | 1.0385 | 0.186 | 0.7702 | 1.5891 | 0.4505 |
Largest Winning Trade | 63392 | 63392 | 33139 | 1466609 | 1466609 | 1304602 |
Largest Losing Trade | -1211760 | -49828 | -1211760 | -3399909 | -792292 | -3399909 |
Avg Bars in Trades | 60 | 75 | 44 | 60 | 75 | 44 |
Avg Bars in Winners | 45 | 39 | 52 | 77 | 105 | 40 |
Avg Bars in Losers | 73 | 111 | 39 | 39 | 26 | 48 |
Bars Traded | 4089 | 2566 | 1523 | 4089 | 2566 | 1523 |
Profit Streak | 0 | 0 | 25.2758 | 7.7758 | 13.2758 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -695699 | -531535 | -582539 | -693029 | 530837 | -581939 |
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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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