Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -852167.2628 | 71077.9446 | -923245.2074 | 490273.2953 | -7746344.7297 | 8236618.025 |
Total P&L (%) | -852.1673 | 71.0779 | -923.2452 | 490.2733 | -7746.3447 | 8236.618 |
Avg Daily Profit (%) | -0.3778 | 0.0315 | -0.4093 | 0.0787 | 0 | 0.1963 |
Buy And Hold Return (%) | 479.1649 | 479.1649 | 479.1649 | 479.1649 | 479.1649 | 479.1649 |
Max Trade Drawdown | -1000421 | -152999 | -1034667 | -11231133 | -10452061 | -5273044 |
Profit Factor | 0.4101 | 1.2933 | 0.2321 | 1.023 | 0.3885 | 1.957 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 31 | 15 | 16 | 31 | 14 | 17 |
Losing Trades | 36 | 18 | 18 | 36 | 19 | 17 |
Profitability (%) | 46.2687 | 45.4545 | 47.0588 | 46.2687 | 42.4242 | 50 |
Ratio Avg Win / Avg Loss | 0.4762 | 1.552 | 0.2611 | 1.1881 | 0.5273 | 1.957 |
Largest Winning Trade | 67305 | 56575 | 67305 | 7985106 | 2925707 | 7985106 |
Largest Losing Trade | -742400 | -41274 | -742400 | -3352711 | -3352711 | -2408965 |
Avg Bars in Trades | 60 | 73 | 47 | 60 | 73 | 47 |
Avg Bars in Winners | 36 | 47 | 26 | 44 | 48 | 40 |
Avg Bars in Losers | 80 | 94 | 65 | 73 | 91 | 53 |
Bars Traded | 4021 | 2412 | 1609 | 4021 | 2412 | 1609 |
Profit Streak | 0 | 132.0468 | 0 | 0 | 132.0468 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -703506 | -316245 | -581939 | -564284 | -582789 | 421419 |
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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) |
---|