Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1743341.3869 | -78272.7075 | -1665068.6794 | 7741.7012 | 1553302.5572 | -1545560.856 |
Total P&L (%) | -1743.3414 | -78.2727 | -1665.0687 | 7.7417 | 1553.3026 | -1545.5609 |
Avg Daily Profit (%) | -0.9441 | -0.0424 | -0.9017 | 0.004 | 0.152 | 0 |
Buy And Hold Return (%) | 203.3139 | 203.3139 | 203.3139 | 203.3139 | 203.3139 | 203.3139 |
Max Trade Drawdown | -371283 | -134862 | -293210 | -1071089 | -657129 | -944925 |
Profit Factor | 0.1992 | 0.7422 | 0.1112 | 1.0015 | 1.8198 | 0.5061 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 37 | 17 | 20 | 37 | 20 | 17 |
Losing Trades | 26 | 14 | 12 | 26 | 11 | 15 |
Profitability (%) | 58.7302 | 54.8387 | 62.5 | 58.7302 | 64.5161 | 53.125 |
Ratio Avg Win / Avg Loss | 0.14 | 0.6112 | 0.0667 | 0.7038 | 1.0009 | 0.4465 |
Largest Winning Trade | 47447 | 47447 | 22787 | 962903 | 962903 | 487322 |
Largest Losing Trade | -1505221 | -70925 | -1505221 | -1505221 | -657129 | -1505221 |
Avg Bars in Trades | 166 | 172 | 159 | 166 | 172 | 159 |
Avg Bars in Winners | 71 | 76 | 67 | 169 | 181 | 156 |
Avg Bars in Losers | 300 | 290 | 312 | 160 | 158 | 162 |
Bars Traded | 10461 | 5361 | 5100 | 10461 | 5361 | 5100 |
Profit Streak | 48.0296 | 0 | 99.3629 | 48.0296 | 0 | 99.3629 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730085 | -580190 | -578231 | -723005 | 425197 | -579446 |
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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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