Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -750069.7183 | 118861.7664 | -868931.4847 | -2255045.9753 | -6101092.6258 | 3846046.6505 |
Total P&L (%) | -750.0697 | 118.8618 | -868.9315 | -2255.046 | -6101.0926 | 3846.0467 |
Avg Daily Profit (%) | -0.413 | 0.0654 | -0.4784 | 0 | 0 | 0.2026 |
Buy And Hold Return (%) | 547.4363 | 547.4363 | 547.4363 | 547.4363 | 547.4363 | 547.4363 |
Max Trade Drawdown | -899691 | -136576 | -936108 | -13862275 | -9796566 | -4694470 |
Profit Factor | 0.4783 | 1.4431 | 0.2569 | 0.9079 | 0.5518 | 1.3534 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 36 | 19 | 17 | 27 | 13 | 14 |
Losing Trades | 25 | 12 | 13 | 34 | 18 | 16 |
Profitability (%) | 59.0164 | 61.2903 | 56.6667 | 44.2623 | 41.9355 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.3321 | 0.9114 | 0.1965 | 1.1433 | 0.7641 | 1.5468 |
Largest Winning Trade | 55125 | 55125 | 47762 | 8899413 | 1615467 | 8899413 |
Largest Losing Trade | -491562 | -75181 | -491562 | -8524609 | -8524609 | -3638889 |
Avg Bars in Trades | 172 | 183 | 160 | 172 | 183 | 160 |
Avg Bars in Winners | 93 | 106 | 79 | 179 | 201 | 160 |
Avg Bars in Losers | 284 | 306 | 265 | 165 | 170 | 160 |
Bars Traded | 10494 | 5691 | 4803 | 10494 | 5691 | 4803 |
Profit Streak | 36.2082 | 168.3749 | 0 | 0 | 0 | 158.5415 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745065 | -269253 | -579961 | -747342 | -583954 | 331285 |
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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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