Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1148167.3419 | 21275.0575 | -1169442.3994 | -954724.2593 | -9369437.4477 | 8414713.1884 |
Total P&L (%) | -1148.1673 | 21.2751 | -1169.4424 | -954.7243 | -9369.4374 | 8414.7132 |
Avg Daily Profit (%) | -0.63 | 0.0117 | -0.6417 | 0 | 0 | 0.2442 |
Buy And Hold Return (%) | 733.5409 | 733.5409 | 733.5409 | 733.5409 | 733.5409 | 733.5409 |
Max Trade Drawdown | -1263933 | -182171 | -1231872 | -17780711 | -13948070 | -4056244 |
Profit Factor | 0.3457 | 1.0755 | 0.2061 | 0.9673 | 0.4396 | 1.6763 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 38 | 20 | 18 | 27 | 14 | 13 |
Losing Trades | 23 | 11 | 12 | 34 | 17 | 17 |
Profitability (%) | 62.2951 | 64.5161 | 60 | 44.2623 | 45.1613 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.2092 | 0.5915 | 0.1374 | 1.218 | 0.5338 | 2.1921 |
Largest Winning Trade | 48361 | 47882 | 48361 | 13139882 | 2314107 | 13139882 |
Largest Losing Trade | -671600 | -76002 | -671600 | -12621813 | -12621813 | -4056244 |
Avg Bars in Trades | 175 | 181 | 168 | 175 | 181 | 168 |
Avg Bars in Winners | 95 | 96 | 95 | 176 | 187 | 164 |
Avg Bars in Losers | 306 | 335 | 278 | 174 | 176 | 172 |
Bars Traded | 10680 | 5618 | 5062 | 10680 | 5618 | 5062 |
Profit Streak | 41.8915 | 69.7248 | 41.8915 | 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 | -743760 | -479335 | -578978 | -747342 | -582699 | 322221 |
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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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