Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1152906.5659 | -7250.6128 | -1145655.9531 | -1340128.3366 | -4392664.0489 | 3052535.7123 |
Total P&L (%) | -1152.9066 | -7.2506 | -1145.656 | -1340.1283 | -4392.664 | 3052.5357 |
Avg Daily Profit (%) | -0.6329 | -0.004 | -0.6289 | 0 | 0 | 0.1896 |
Buy And Hold Return (%) | 641.997 | 641.997 | 641.997 | 641.997 | 641.997 | 641.997 |
Max Trade Drawdown | -1233058 | -167659 | -1191209 | -10027358 | -7350737 | -2858796 |
Profit Factor | 0.3205 | 0.9752 | 0.1839 | 0.9172 | 0.545 | 1.4669 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 36 | 18 | 18 | 27 | 12 | 15 |
Losing Trades | 27 | 14 | 13 | 36 | 20 | 16 |
Profitability (%) | 57.1429 | 56.25 | 58.0645 | 42.8571 | 37.5 | 48.3871 |
Ratio Avg Win / Avg Loss | 0.2404 | 0.7585 | 0.1328 | 1.223 | 0.9083 | 1.5647 |
Largest Winning Trade | 45738 | 45738 | 41684 | 5355545 | 1521124 | 5355545 |
Largest Losing Trade | -606993 | -73449 | -606993 | -6173100 | -6173100 | -2079332 |
Avg Bars in Trades | 166 | 175 | 157 | 166 | 175 | 157 |
Avg Bars in Winners | 85 | 86 | 83 | 176 | 194 | 162 |
Avg Bars in Losers | 274 | 288 | 259 | 159 | 164 | 153 |
Bars Traded | 10487 | 5609 | 4878 | 10487 | 5609 | 4878 |
Profit Streak | 42.9729 | 69.9729 | 0 | 0 | 0 | 167.4729 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730299 | -579441 | -579772 | -733166 | -585671 | 320855 |
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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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