Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1257289.2374 | 8118.0016 | -1265407.239 | -4219308.6526 | -11562052.6568 | 7342744.0042 |
Total P&L (%) | -1257.2892 | 8.118 | -1265.4072 | -4219.3087 | -11562.0527 | 7342.744 |
Avg Daily Profit (%) | -0.6907 | 0.0045 | -0.6952 | 0 | 0 | 0.2371 |
Buy And Hold Return (%) | 617.2674 | 617.2674 | 617.2674 | 617.2674 | 617.2674 | 617.2674 |
Max Trade Drawdown | -1442355 | -115290 | -1385450 | -22601836 | -14943391 | -9012047 |
Profit Factor | 0.3181 | 1.0341 | 0.212 | 0.8823 | 0.4025 | 1.4453 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 43 | 21 | 22 | 30 | 15 | 15 |
Losing Trades | 21 | 11 | 10 | 34 | 17 | 17 |
Profitability (%) | 67.1875 | 65.625 | 68.75 | 46.875 | 46.875 | 46.875 |
Ratio Avg Win / Avg Loss | 0.1554 | 0.5417 | 0.0964 | 0.9999 | 0.4561 | 1.638 |
Largest Winning Trade | 35366 | 29095 | 35366 | 13288185 | 3214643 | 13288185 |
Largest Losing Trade | -656116 | -75446 | -656116 | -11535338 | -11535338 | -8086229 |
Avg Bars in Trades | 323 | 203 | 442 | 323 | 203 | 442 |
Avg Bars in Winners | 184 | 110 | 255 | 282 | 207 | 356 |
Avg Bars in Losers | 605 | 379 | 854 | 359 | 199 | 519 |
Bars Traded | 20674 | 6499 | 14175 | 20674 | 6499 | 14175 |
Profit Streak | 177.8339 | 177.8339 | 265.2505 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -720611 | -533951 | -577006 | -725493 | -582025 | 330836 |
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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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