Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1938650.8818 | -125685.783 | -1812965.0988 | -55434.9086 | -6633588.1911 | 6578153.2825 |
Total P&L (%) | -1938.6509 | -125.6858 | -1812.9651 | -55.4349 | -6633.5882 | 6578.1533 |
Avg Daily Profit (%) | -0.8598 | -0.0557 | -0.804 | -0.0358 | 0 | 0.1865 |
Buy And Hold Return (%) | 276.6129 | 276.6129 | 276.6129 | 276.6129 | 276.6129 | 276.6129 |
Max Trade Drawdown | -2000352 | -182257 | -1865474 | -8109752 | -6763032 | -1803457 |
Profit Factor | 0.1772 | 0.6139 | 0.1073 | 0.9954 | 0.1887 | 2.7498 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 32 | 14 | 18 | 28 | 10 | 18 |
Losing Trades | 31 | 17 | 14 | 35 | 21 | 14 |
Profitability (%) | 50.7937 | 45.1613 | 56.25 | 44.4444 | 32.2581 | 56.25 |
Ratio Avg Win / Avg Loss | 0.1717 | 0.7454 | 0.0834 | 1.2442 | 0.3962 | 2.1388 |
Largest Winning Trade | 34027 | 32580 | 34027 | 7169910 | 924225 | 7169910 |
Largest Losing Trade | -1334218 | -63588 | -1334218 | -3806119 | -3806119 | -1028287 |
Avg Bars in Trades | 203 | 225 | 182 | 203 | 225 | 182 |
Avg Bars in Winners | 108 | 119 | 99 | 126 | 122 | 128 |
Avg Bars in Losers | 302 | 312 | 289 | 265 | 274 | 252 |
Bars Traded | 12847 | 6996 | 5851 | 12847 | 6996 | 5851 |
Profit Streak | 6.2177 | 0 | 276.2177 | 6.2177 | 0 | 276.2177 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730980 | -582699 | -578628 | -731855 | -587717 | 551486 |
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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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