Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1097539.2944 | -6726.4537 | -1090812.8408 | -719154.9732 | -3508775.727 | 2789620.7539 |
Total P&L (%) | -1097.5393 | -6.7265 | -1090.8128 | -719.155 | -3508.7757 | 2789.6208 |
Avg Daily Profit (%) | -0.6046 | -0.0037 | -0.6009 | 0 | 0 | 0.1855 |
Buy And Hold Return (%) | 612.3442 | 612.3442 | 612.3442 | 612.3442 | 612.3442 | 612.3442 |
Max Trade Drawdown | -1145958 | -143022 | -1121592 | -9641406 | -6890496 | -2769357 |
Profit Factor | 0.3264 | 0.9756 | 0.1941 | 0.9518 | 0.5916 | 1.4406 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 38 | 18 | 20 | 27 | 10 | 17 |
Losing Trades | 24 | 13 | 11 | 35 | 21 | 14 |
Profitability (%) | 61.2903 | 58.0645 | 64.5161 | 43.5484 | 32.2581 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.2062 | 0.7046 | 0.1067 | 1.2338 | 1.2423 | 1.1864 |
Largest Winning Trade | 39104 | 39104 | 23461 | 4596681 | 1258212 | 4596681 |
Largest Losing Trade | -615028 | -76482 | -615028 | -6174677 | -6174677 | -2338471 |
Avg Bars in Trades | 169 | 191 | 147 | 169 | 191 | 147 |
Avg Bars in Winners | 91 | 106 | 77 | 167 | 208 | 143 |
Avg Bars in Losers | 293 | 308 | 274 | 170 | 183 | 152 |
Bars Traded | 10516 | 5936 | 4580 | 10516 | 5936 | 4580 |
Profit Streak | 37.2268 | 168.8934 | 0 | 0 | 0 | 160.7268 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -737269 | -578418 | -578936 | -740397 | -586050 | 312517 |
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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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