Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -981787.3106 | 24564.2195 | -1006351.5301 | -402637.7051 | -5431094.8028 | 5028457.0977 |
Total P&L (%) | -981.7873 | 24.5642 | -1006.3515 | -402.6377 | -5431.0948 | 5028.4571 |
Avg Daily Profit (%) | -0.538 | 0.0135 | -0.5514 | 0 | 0 | 0.216 |
Buy And Hold Return (%) | 802.8081 | 802.8081 | 802.8081 | 802.8081 | 802.8081 | 802.8081 |
Max Trade Drawdown | -1075318 | -169566 | -1022730 | -12092482 | -9499204 | -3443413 |
Profit Factor | 0.3671 | 1.0826 | 0.1975 | 0.9798 | 0.5118 | 1.5738 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 32 | 19 | 13 | 35 | 18 | 17 |
Losing Trades | 31 | 13 | 18 | 28 | 14 | 14 |
Profitability (%) | 50.7937 | 59.375 | 41.9355 | 55.5556 | 56.25 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.3557 | 0.7407 | 0.2734 | 0.7838 | 0.3981 | 1.2961 |
Largest Winning Trade | 55498 | 55498 | 51326 | 8457809 | 1131265 | 8457809 |
Largest Losing Trade | -521861 | -70400 | -521861 | -7744010 | -7744010 | -1947926 |
Avg Bars in Trades | 169 | 150 | 188 | 169 | 150 | 188 |
Avg Bars in Winners | 137 | 120 | 162 | 142 | 137 | 148 |
Avg Bars in Losers | 201 | 194 | 207 | 202 | 166 | 238 |
Bars Traded | 10658 | 4807 | 5851 | 10658 | 4807 | 5851 |
Profit Streak | 44.5411 | 74.0411 | 0 | 0 | 0 | 112.2077 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -731120 | -470229 | -583954 | -731057 | -580000 | 381264 |
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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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