Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1262303.2108 | -7027.7856 | -1255275.4253 | -221026.2665 | -6458150.5737 | 6237124.3072 |
Total P&L (%) | -1262.3032 | -7.0278 | -1255.2754 | -221.0263 | -6458.1506 | 6237.1243 |
Avg Daily Profit (%) | -0.6759 | -0.0038 | -0.6722 | 0 | 0 | 0.2224 |
Buy And Hold Return (%) | 491.8796 | 491.8796 | 491.8796 | 491.8796 | 491.8796 | 491.8796 |
Max Trade Drawdown | -1442968 | -182612 | -1338796 | -6906040 | -6772739 | -1244991 |
Profit Factor | 0.2586 | 0.9729 | 0.1301 | 0.9799 | 0.1971 | 3.1093 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 51 | 25 | 26 | 29 | 13 | 16 |
Losing Trades | 13 | 7 | 6 | 35 | 19 | 16 |
Profitability (%) | 79.6875 | 78.125 | 81.25 | 45.3125 | 40.625 | 50 |
Ratio Avg Win / Avg Loss | 0.0659 | 0.2724 | 0.03 | 1.1826 | 0.2881 | 3.1093 |
Largest Winning Trade | 32957 | 32957 | 22552 | 7447801 | 712474 | 7447801 |
Largest Losing Trade | -794422 | -71293 | -794422 | -4837246 | -4837246 | -1244109 |
Avg Bars in Trades | 54 | 65 | 43 | 54 | 65 | 43 |
Avg Bars in Winners | 18 | 16 | 20 | 41 | 42 | 41 |
Avg Bars in Losers | 195 | 239 | 142 | 64 | 80 | 44 |
Bars Traded | 3466 | 2083 | 1383 | 3466 | 2083 | 1383 |
Profit Streak | 154.2585 | 154.2585 | 250.2585 | 0 | 0 | 0 |
Trades During Streak | 19 | 9 | 10 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -718695 | -575632 | -575286 | -724711 | -584456 | 508968 |
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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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