Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1045667.8187 | 20042.4903 | -1065710.309 | -1510166.8053 | -6342839.79 | 4832672.9847 |
Total P&L (%) | -1045.6678 | 20.0425 | -1065.7103 | -1510.1668 | -6342.8398 | 4832.673 |
Avg Daily Profit (%) | -0.5733 | 0.011 | -0.5843 | 0 | 0 | 0.214 |
Buy And Hold Return (%) | 711.6782 | 711.6782 | 711.6782 | 711.6782 | 711.6782 | 711.6782 |
Max Trade Drawdown | -1119012 | -177404 | -1094684 | -19575397 | -13793371 | -6213446 |
Profit Factor | 0.358 | 1.0707 | 0.208 | 0.9463 | 0.6227 | 1.4276 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 45 | 23 | 22 | 30 | 13 | 17 |
Losing Trades | 22 | 11 | 11 | 37 | 21 | 16 |
Profitability (%) | 67.1642 | 67.6471 | 66.6667 | 44.7761 | 38.2353 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.175 | 0.5121 | 0.104 | 1.1671 | 1.0059 | 1.3436 |
Largest Winning Trade | 46883 | 46883 | 25529 | 6186691 | 2245294 | 6186691 |
Largest Losing Trade | -559831 | -73408 | -559831 | -12002325 | -12002325 | -5157953 |
Avg Bars in Trades | 157 | 166 | 148 | 157 | 166 | 148 |
Avg Bars in Winners | 75 | 78 | 72 | 171 | 176 | 166 |
Avg Bars in Losers | 325 | 349 | 300 | 146 | 159 | 129 |
Bars Traded | 10551 | 5648 | 4903 | 10551 | 5648 | 4903 |
Profit Streak | 31.0634 | 177.7301 | 0 | 0 | 0 | 156.2301 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -699012 | -484659 | -578642 | -702420 | -583703 | 360610 |
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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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