Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1266319.5203 | -37532.916 | -1228786.6043 | -645184.7193 | -4535001.8137 | 3889817.0944 |
Total P&L (%) | -1266.3195 | -37.5329 | -1228.7866 | -645.1847 | -4535.0018 | 3889.8171 |
Avg Daily Profit (%) | -0.698 | -0.0207 | -0.6773 | 0 | 0 | 0.2034 |
Buy And Hold Return (%) | 558.1228 | 558.1228 | 558.1228 | 558.1228 | 558.1228 | 558.1228 |
Max Trade Drawdown | -1361392 | -188974 | -1269931 | -10672042 | -8317814 | -2405690 |
Profit Factor | 0.2957 | 0.8847 | 0.1655 | 0.9596 | 0.562 | 1.6933 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 39 | 19 | 20 | 30 | 14 | 16 |
Losing Trades | 26 | 14 | 12 | 35 | 19 | 16 |
Profitability (%) | 60 | 57.5758 | 62.5 | 46.1538 | 42.4242 | 50 |
Ratio Avg Win / Avg Loss | 0.1971 | 0.6519 | 0.0993 | 1.1195 | 0.7626 | 1.6933 |
Largest Winning Trade | 41968 | 41968 | 26977 | 5187567 | 1728962 | 5187567 |
Largest Losing Trade | -641199 | -76464 | -641199 | -7397264 | -7397264 | -1600258 |
Avg Bars in Trades | 164 | 172 | 155 | 164 | 172 | 155 |
Avg Bars in Winners | 80 | 75 | 84 | 168 | 181 | 155 |
Avg Bars in Losers | 289 | 303 | 274 | 160 | 165 | 155 |
Bars Traded | 10672 | 5685 | 4987 | 10672 | 5685 | 4987 |
Profit Streak | 35.6222 | 61.7889 | 35.6222 | 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 | -714041 | -578845 | -578647 | -716884 | -583748 | 404006 |
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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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