Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -987428.2433 | 102601.5467 | -1090029.79 | 2283956.7064 | -3460033.4605 | 5743990.1669 |
Total P&L (%) | -987.4282 | 102.6015 | -1090.0298 | 2283.9567 | -3460.0335 | 5743.9902 |
Avg Daily Profit (%) | -0.4378 | 0.0455 | -0.4833 | 0.1407 | 0 | 0.1805 |
Buy And Hold Return (%) | 515.2833 | 515.2833 | 515.2833 | 515.2833 | 515.2833 | 515.2833 |
Max Trade Drawdown | -1178857 | -90158 | -1229506 | -6014730 | -5867420 | -3639492 |
Profit Factor | 0.3638 | 1.5187 | 0.1951 | 1.1561 | 0.6114 | 2.0037 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 36 | 18 | 18 | 36 | 15 | 21 |
Losing Trades | 29 | 14 | 15 | 29 | 17 | 12 |
Profitability (%) | 55.3846 | 56.25 | 54.5455 | 55.3846 | 46.875 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.2931 | 1.1812 | 0.1626 | 0.9313 | 0.693 | 1.145 |
Largest Winning Trade | 56177 | 56177 | 53169 | 3424419 | 2039372 | 3424419 |
Largest Losing Trade | -1051489 | -33507 | -1051489 | -2120239 | -2120239 | -1573051 |
Avg Bars in Trades | 124 | 136 | 114 | 124 | 136 | 114 |
Avg Bars in Winners | 71 | 75 | 67 | 85 | 76 | 91 |
Avg Bars in Losers | 191 | 213 | 170 | 174 | 188 | 153 |
Bars Traded | 8120 | 4353 | 3767 | 8120 | 4353 | 3767 |
Profit Streak | 45.6126 | 0 | 247.6126 | 45.6126 | 0 | 247.6126 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -715523 | -295725 | -578860 | -191784 | -582025 | 491890 |
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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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