Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1161768.9664 | -11795.4346 | -1149973.5318 | -1387391.7857 | -4675893.7999 | 3288502.0142 |
Total P&L (%) | -1161.769 | -11.7954 | -1149.9735 | -1387.3918 | -4675.8938 | 3288.502 |
Avg Daily Profit (%) | -0.6412 | -0.0065 | -0.6347 | 0 | 0 | 0.1946 |
Buy And Hold Return (%) | 494.2588 | 494.2588 | 494.2588 | 494.2588 | 494.2588 | 494.2588 |
Max Trade Drawdown | -1277939 | -182250 | -1227635 | -10534715 | -7816156 | -3233709 |
Profit Factor | 0.328 | 0.9609 | 0.1941 | 0.9241 | 0.567 | 1.4397 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 34 | 15 | 19 | 28 | 12 | 16 |
Losing Trades | 27 | 15 | 12 | 33 | 18 | 15 |
Profitability (%) | 55.7377 | 50 | 61.2903 | 45.9016 | 40 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.2604 | 0.9609 | 0.1226 | 1.0891 | 0.8506 | 1.3497 |
Largest Winning Trade | 46006 | 46006 | 38137 | 6487919 | 1655909 | 6487919 |
Largest Losing Trade | -654271 | -73431 | -654271 | -6356045 | -6356045 | -1926748 |
Avg Bars in Trades | 174 | 180 | 168 | 174 | 180 | 168 |
Avg Bars in Winners | 85 | 76 | 92 | 177 | 188 | 169 |
Avg Bars in Losers | 286 | 284 | 288 | 171 | 175 | 167 |
Bars Traded | 10635 | 5418 | 5217 | 10635 | 5418 | 5217 |
Profit Streak | 32.5104 | 60.0104 | 32.5104 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745037 | -580265 | -578813 | -746704 | -584714 | 319221 |
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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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