Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -901471.3789 | 104679.7635 | -1006151.1425 | -1854971.496 | -12591943.7719 | 10736972.2759 |
Total P&L (%) | -901.4714 | 104.6798 | -1006.1511 | -1854.9715 | -12591.9438 | 10736.9723 |
Avg Daily Profit (%) | -0.4956 | 0.0575 | -0.5531 | 0 | 0 | 0.2579 |
Buy And Hold Return (%) | 623.9012 | 623.9012 | 623.9012 | 623.9012 | 623.9012 | 623.9012 |
Max Trade Drawdown | -1084379 | -160946 | -1090775 | -24145473 | -18651445 | -5792113 |
Profit Factor | 0.4433 | 1.3935 | 0.2565 | 0.9527 | 0.4456 | 1.6508 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 40 | 22 | 18 | 31 | 16 | 15 |
Losing Trades | 25 | 11 | 14 | 34 | 17 | 17 |
Profitability (%) | 61.5385 | 66.6667 | 56.25 | 47.6923 | 48.4848 | 46.875 |
Ratio Avg Win / Avg Loss | 0.277 | 0.6968 | 0.1995 | 1.0449 | 0.4735 | 1.8709 |
Largest Winning Trade | 66347 | 66347 | 52778 | 16538089 | 2970174 | 16538089 |
Largest Losing Trade | -563166 | -76616 | -563166 | -16630712 | -16630712 | -4976194 |
Avg Bars in Trades | 164 | 172 | 155 | 164 | 172 | 155 |
Avg Bars in Winners | 92 | 102 | 80 | 163 | 170 | 156 |
Avg Bars in Losers | 279 | 312 | 252 | 165 | 174 | 155 |
Bars Traded | 10683 | 5698 | 4985 | 10683 | 5698 | 4985 |
Profit Streak | 12.0128 | 26.5128 | 0 | 0 | 0 | 160.8461 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714658 | -280187 | -580000 | -716008 | -581392 | 423527 |
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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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