Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -986968.6764 | 64190.6048 | -1051159.2812 | -1244883.9034 | -8049098.3747 | 6804214.4713 |
Total P&L (%) | -986.9687 | 64.1906 | -1051.1593 | -1244.8839 | -8049.0984 | 6804.2145 |
Avg Daily Profit (%) | -0.5409 | 0.0352 | -0.5761 | 0 | 0 | 0.2324 |
Buy And Hold Return (%) | 680.3435 | 680.3435 | 680.3435 | 680.3435 | 680.3435 | 680.3435 |
Max Trade Drawdown | -1105156 | -164536 | -1109757 | -16560629 | -13041490 | -3686651 |
Profit Factor | 0.3984 | 1.226 | 0.2251 | 0.9503 | 0.4947 | 1.7482 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 39 | 20 | 19 | 28 | 14 | 14 |
Losing Trades | 22 | 11 | 11 | 33 | 17 | 16 |
Profitability (%) | 63.9344 | 64.5161 | 63.3333 | 45.9016 | 45.1613 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.2247 | 0.6743 | 0.1303 | 1.1199 | 0.6007 | 1.998 |
Largest Winning Trade | 52514 | 52514 | 41942 | 9298868 | 2497084 | 9298868 |
Largest Losing Trade | -575945 | -77743 | -575945 | -11735954 | -11735954 | -2082426 |
Avg Bars in Trades | 172 | 176 | 167 | 172 | 176 | 167 |
Avg Bars in Winners | 96 | 91 | 102 | 173 | 184 | 163 |
Avg Bars in Losers | 305 | 332 | 278 | 170 | 170 | 170 |
Bars Traded | 10499 | 5483 | 5016 | 10499 | 5483 | 5016 |
Profit Streak | 43.101 | 72.9344 | 0 | 0 | 0 | 110.4344 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744419 | -311314 | -579097 | -746704 | -582699 | 390499 |
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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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