Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1190058.4606 | -58077.6276 | -1131980.833 | -465569.5885 | -2871879.0825 | 2406309.4939 |
Total P&L (%) | -1190.0585 | -58.0776 | -1131.9808 | -465.5696 | -2871.8791 | 2406.3095 |
Avg Daily Profit (%) | -0.6561 | -0.032 | -0.6241 | 0 | 0 | 0.1778 |
Buy And Hold Return (%) | 552.7516 | 552.7516 | 552.7516 | 552.7516 | 552.7516 | 552.7516 |
Max Trade Drawdown | -1284526 | -183165 | -1182045 | -7660050 | -5814396 | -1852918 |
Profit Factor | 0.2874 | 0.8021 | 0.1777 | 0.9618 | 0.5966 | 1.4755 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 42 | 21 | 21 | 33 | 14 | 19 |
Losing Trades | 24 | 12 | 12 | 33 | 19 | 14 |
Profitability (%) | 63.6364 | 63.6364 | 63.6364 | 50 | 42.4242 | 57.5758 |
Ratio Avg Win / Avg Loss | 0.1642 | 0.4584 | 0.1015 | 0.9618 | 0.8096 | 1.0872 |
Largest Winning Trade | 38471 | 38471 | 22166 | 4036342 | 1164933 | 4036342 |
Largest Losing Trade | -595413 | -75076 | -595413 | -5114225 | -5114225 | -1366801 |
Avg Bars in Trades | 319 | 355 | 283 | 319 | 355 | 283 |
Avg Bars in Winners | 146 | 151 | 141 | 274 | 296 | 257 |
Avg Bars in Losers | 623 | 714 | 533 | 365 | 399 | 319 |
Bars Traded | 21114 | 11743 | 9371 | 21114 | 11743 | 9371 |
Profit Streak | 35.1762 | 167.8428 | 0 | 0 | 0 | 102.2595 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706967 | -577652 | -579035 | -709277 | -583748 | 310101 |
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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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