Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -796214.8906 | 129722.0742 | -925936.9649 | -2101950.6991 | -9436826.729 | 7334876.0299 |
Total P&L (%) | -796.2149 | 129.7221 | -925.937 | -2101.9507 | -9436.8267 | 7334.876 |
Avg Daily Profit (%) | -0.4381 | 0.0714 | -0.5095 | 0 | 0 | 0.2374 |
Buy And Hold Return (%) | 588.7173 | 588.7173 | 588.7173 | 588.7173 | 588.7173 | 588.7173 |
Max Trade Drawdown | -958680 | -138892 | -1001671 | -17008740 | -12601244 | -4675284 |
Profit Factor | 0.4755 | 1.4769 | 0.257 | 0.933 | 0.4535 | 1.5195 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 38 | 20 | 18 | 29 | 16 | 13 |
Losing Trades | 25 | 12 | 13 | 34 | 16 | 18 |
Profitability (%) | 60.3175 | 62.5 | 58.0645 | 46.0317 | 50 | 41.9355 |
Ratio Avg Win / Avg Loss | 0.3129 | 0.8862 | 0.1856 | 1.0939 | 0.4535 | 2.1039 |
Largest Winning Trade | 81913 | 81913 | 56293 | 14296963 | 2510136 | 14296963 |
Largest Losing Trade | -494546 | -76780 | -494546 | -11351738 | -11351738 | -4396060 |
Avg Bars in Trades | 166 | 176 | 156 | 166 | 176 | 156 |
Avg Bars in Winners | 91 | 102 | 78 | 175 | 179 | 170 |
Avg Bars in Losers | 282 | 300 | 264 | 159 | 174 | 146 |
Bars Traded | 10515 | 5657 | 4858 | 10515 | 5657 | 4858 |
Profit Streak | 37.6084 | 65.4418 | 0 | 0 | 0 | 159.4418 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -729895 | -261773 | -579772 | -731654 | -580810 | 312568 |
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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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