Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -965327.0839 | 46826.0928 | -1012153.1767 | -1040069.8796 | -5398967.0018 | 4358897.1222 |
Total P&L (%) | -965.3271 | 46.8261 | -1012.1532 | -1040.0699 | -5398.967 | 4358.8971 |
Avg Daily Profit (%) | -0.5288 | 0.0257 | -0.5545 | 0 | 0 | 0.2082 |
Buy And Hold Return (%) | 672.6611 | 672.6611 | 672.6611 | 672.6611 | 672.6611 | 672.6611 |
Max Trade Drawdown | -1041989 | -161161 | -1048205 | -11631221 | -8520980 | -3260049 |
Profit Factor | 0.388 | 1.1694 | 0.222 | 0.9465 | 0.5055 | 1.5123 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 37 | 19 | 18 | 30 | 16 | 14 |
Losing Trades | 24 | 12 | 12 | 31 | 15 | 16 |
Profitability (%) | 60.6557 | 61.2903 | 60 | 49.1803 | 51.6129 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.2517 | 0.7386 | 0.148 | 0.978 | 0.4739 | 1.7284 |
Largest Winning Trade | 64910 | 64910 | 39970 | 7551994 | 1311696 | 7551994 |
Largest Losing Trade | -520543 | -76745 | -520543 | -7708770 | -7708770 | -2422979 |
Avg Bars in Trades | 172 | 183 | 160 | 172 | 183 | 160 |
Avg Bars in Winners | 95 | 102 | 87 | 180 | 187 | 172 |
Avg Bars in Losers | 290 | 312 | 268 | 164 | 180 | 149 |
Bars Traded | 10503 | 5702 | 4801 | 10503 | 5702 | 4801 |
Profit Streak | 46.6279 | 73.4613 | 0 | 0 | 0 | 168.6279 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744838 | -358223 | -579529 | -747096 | -580608 | 355596 |
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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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