Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1017147.8246 | -4473.7021 | -1012674.1225 | -462267.2411 | -3866762.5746 | 3404495.3336 |
Total P&L (%) | -1017.1478 | -4.4737 | -1012.6741 | -462.2672 | -3866.7626 | 3404.4953 |
Avg Daily Profit (%) | -0.5593 | -0.0025 | -0.5569 | 0 | 0 | 0.1958 |
Buy And Hold Return (%) | 623.4703 | 623.4703 | 623.4703 | 623.4703 | 623.4703 | 623.4703 |
Max Trade Drawdown | -1059972 | -175532 | -1044470 | -7867935 | -6186710 | -1681224 |
Profit Factor | 0.3402 | 0.9845 | 0.1914 | 0.9616 | 0.4899 | 1.7656 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 37 | 18 | 19 | 28 | 12 | 16 |
Losing Trades | 24 | 13 | 11 | 33 | 19 | 14 |
Profitability (%) | 60.6557 | 58.0645 | 63.3333 | 45.9016 | 38.7097 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.2206 | 0.711 | 0.1108 | 1.1333 | 0.7757 | 1.5449 |
Largest Winning Trade | 65819 | 65819 | 27173 | 4664065 | 1130011 | 4664065 |
Largest Losing Trade | -531758 | -73558 | -531758 | -5223782 | -5223782 | -1079807 |
Avg Bars in Trades | 172 | 186 | 157 | 172 | 186 | 157 |
Avg Bars in Winners | 92 | 97 | 88 | 172 | 191 | 157 |
Avg Bars in Losers | 294 | 310 | 276 | 172 | 184 | 156 |
Bars Traded | 10507 | 5792 | 4715 | 10507 | 5792 | 4715 |
Profit Streak | 40.2297 | 172.3964 | 0 | 0 | 0 | 162.2297 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744848 | -578417 | -579097 | -746704 | -585208 | 420249 |
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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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