Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1141883.3081 | 27155.1572 | -1169038.4653 | -272053.4848 | -10714749.1053 | 10442695.6205 |
Total P&L (%) | -1141.8833 | 27.1552 | -1169.0385 | -272.0535 | -10714.7491 | 10442.6956 |
Avg Daily Profit (%) | -0.6115 | 0.0145 | -0.626 | 0 | 0 | 0.2497 |
Buy And Hold Return (%) | 675.5618 | 675.5618 | 675.5618 | 675.5618 | 675.5618 | 675.5618 |
Max Trade Drawdown | -1264350 | -163980 | -1254495 | -13293482 | -12981266 | -1954935 |
Profit Factor | 0.3071 | 1.1033 | 0.156 | 0.9871 | 0.3554 | 3.2975 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 57 | 28 | 29 | 35 | 16 | 19 |
Losing Trades | 14 | 7 | 7 | 36 | 19 | 17 |
Profitability (%) | 80.2817 | 80 | 80.5556 | 49.2958 | 45.7143 | 52.7778 |
Ratio Avg Win / Avg Loss | 0.0754 | 0.2758 | 0.0377 | 1.0154 | 0.4221 | 2.9504 |
Largest Winning Trade | 31491 | 31491 | 22982 | 11267625 | 2526795 | 11267625 |
Largest Losing Trade | -851554 | -70163 | -851554 | -9206515 | -9206515 | -1437694 |
Avg Bars in Trades | 49 | 63 | 35 | 49 | 63 | 35 |
Avg Bars in Winners | 15 | 18 | 12 | 35 | 38 | 33 |
Avg Bars in Losers | 189 | 246 | 131 | 63 | 85 | 38 |
Bars Traded | 3526 | 2235 | 1291 | 3526 | 2235 | 1291 |
Profit Streak | 60.4281 | 141.4281 | 60.4281 | 0 | 0 | 0 |
Trades During Streak | 8 | 7 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -666246 | -442403 | -575386 | -670662 | -582454 | 544500 |
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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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