Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -948244.0634 | 66787.6187 | -1015031.6821 | -1296424.7379 | -8999309.7604 | 7702885.0225 |
Total P&L (%) | -948.2441 | 66.7876 | -1015.0317 | -1296.4247 | -8999.3098 | 7702.885 |
Avg Daily Profit (%) | -0.5225 | 0.0368 | -0.5593 | 0 | 0 | 0.2404 |
Buy And Hold Return (%) | 592.7361 | 592.7361 | 592.7361 | 592.7361 | 592.7361 | 592.7361 |
Max Trade Drawdown | -1075504 | -163812 | -1081989 | -17805414 | -13375470 | -4668476 |
Profit Factor | 0.4137 | 1.2344 | 0.2382 | 0.9556 | 0.4716 | 1.6322 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 39 | 20 | 19 | 30 | 16 | 14 |
Losing Trades | 25 | 12 | 13 | 34 | 16 | 18 |
Profitability (%) | 60.9375 | 62.5 | 59.375 | 46.875 | 50 | 43.75 |
Ratio Avg Win / Avg Loss | 0.2652 | 0.7407 | 0.163 | 1.083 | 0.4716 | 2.0985 |
Largest Winning Trade | 67693 | 67693 | 40964 | 11928988 | 2137261 | 11928988 |
Largest Losing Trade | -557945 | -77389 | -557945 | -12426795 | -12426795 | -3080219 |
Avg Bars in Trades | 166 | 178 | 154 | 166 | 178 | 154 |
Avg Bars in Winners | 89 | 98 | 79 | 174 | 186 | 161 |
Avg Bars in Losers | 287 | 312 | 263 | 159 | 170 | 149 |
Bars Traded | 10665 | 5719 | 4946 | 10665 | 5719 | 4946 |
Profit Streak | 35.6712 | 62.8378 | 35.6712 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721420 | -308933 | -579052 | -723826 | -580810 | 324377 |
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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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