Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1002756.7056 | 35532.1452 | -1038288.8508 | -915135.3756 | -4611020.4601 | 3695885.0845 |
Total P&L (%) | -1002.7567 | 35.5321 | -1038.2889 | -915.1354 | -4611.0205 | 3695.8851 |
Avg Daily Profit (%) | -0.5518 | 0.0196 | -0.5713 | 0 | 0 | 0.2003 |
Buy And Hold Return (%) | 600.798 | 600.798 | 600.798 | 600.798 | 600.798 | 600.798 |
Max Trade Drawdown | -1135897 | -130700 | -1111739 | -9332313 | -7252449 | -2468206 |
Profit Factor | 0.3791 | 1.1259 | 0.2209 | 0.9468 | 0.5105 | 1.4741 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 41 | 20 | 21 | 32 | 16 | 16 |
Losing Trades | 24 | 13 | 11 | 33 | 17 | 16 |
Profitability (%) | 63.0769 | 60.6061 | 65.625 | 49.2308 | 48.4848 | 50 |
Ratio Avg Win / Avg Loss | 0.2219 | 0.7318 | 0.1157 | 0.9764 | 0.5424 | 1.4741 |
Largest Winning Trade | 41138 | 39053 | 41138 | 7372315 | 1359287 | 7372315 |
Largest Losing Trade | -629938 | -73799 | -629938 | -6048621 | -6048621 | -2208446 |
Avg Bars in Trades | 157 | 122 | 193 | 157 | 122 | 193 |
Avg Bars in Winners | 96 | 56 | 135 | 150 | 114 | 186 |
Avg Bars in Losers | 260 | 223 | 304 | 163 | 129 | 200 |
Bars Traded | 10230 | 4031 | 6199 | 10230 | 4031 | 6199 |
Profit Streak | 0 | 0 | 0 | 99.3143 | 151.1476 | 99.3143 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -715082 | -414852 | -578784 | -715720 | -580428 | 329414 |
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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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