Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1033808.0437 | 35028.3979 | -1068836.4416 | -1134104.219 | -8251429.3143 | 7117325.0953 |
Total P&L (%) | -1033.808 | 35.0284 | -1068.8364 | -1134.1042 | -8251.4293 | 7117.3251 |
Avg Daily Profit (%) | -0.5671 | 0.0192 | -0.5863 | 0 | 0 | 0.235 |
Buy And Hold Return (%) | 758.1954 | 758.1954 | 758.1954 | 758.1954 | 758.1954 | 758.1954 |
Max Trade Drawdown | -1123068 | -178676 | -1109250 | -17445665 | -12680835 | -5284969 |
Profit Factor | 0.3799 | 1.1205 | 0.2235 | 0.9616 | 0.4912 | 1.535 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 37 | 21 | 16 | 32 | 16 | 16 |
Losing Trades | 26 | 11 | 15 | 31 | 16 | 15 |
Profitability (%) | 58.7302 | 65.625 | 51.6129 | 50.7937 | 50 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.2669 | 0.5869 | 0.2095 | 0.9315 | 0.4912 | 1.4391 |
Largest Winning Trade | 68710 | 68710 | 43966 | 11861067 | 1823048 | 11861067 |
Largest Losing Trade | -557945 | -74536 | -557945 | -11273695 | -11273695 | -3649825 |
Avg Bars in Trades | 169 | 180 | 158 | 169 | 180 | 158 |
Avg Bars in Winners | 88 | 94 | 79 | 172 | 190 | 153 |
Avg Bars in Losers | 285 | 343 | 243 | 167 | 170 | 164 |
Bars Traded | 10693 | 5771 | 4922 | 10693 | 5771 | 4922 |
Profit Streak | 16.7419 | 70.9086 | 0 | 0 | 0 | 166.5752 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730073 | -419646 | -580608 | -731674 | -580810 | 409685 |
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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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