Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1125396.0638 | 36032.9754 | -1161429.0392 | -1785164.8167 | -8222564.3391 | 6437399.5224 |
Total P&L (%) | -1125.3961 | 36.033 | -1161.429 | -1785.1648 | -8222.5643 | 6437.3995 |
Avg Daily Profit (%) | -0.6186 | 0.0198 | -0.6384 | 0 | 0 | 0.23 |
Buy And Hold Return (%) | 584.2881 | 584.2881 | 584.2881 | 584.2881 | 584.2881 | 584.2881 |
Max Trade Drawdown | -1268975 | -186590 | -1231589 | -17981619 | -14013538 | -4290112 |
Profit Factor | 0.3607 | 1.1175 | 0.2012 | 0.9333 | 0.5188 | 1.6642 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 41 | 20 | 21 | 30 | 15 | 15 |
Losing Trades | 25 | 13 | 12 | 36 | 18 | 18 |
Profitability (%) | 62.1212 | 60.6061 | 63.6364 | 45.4545 | 45.4545 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.22 | 0.7264 | 0.115 | 1.12 | 0.6225 | 1.9971 |
Largest Winning Trade | 44020 | 44020 | 37879 | 8663979 | 2364476 | 8663979 |
Largest Losing Trade | -643659 | -78057 | -643659 | -12328122 | -12328122 | -2707338 |
Avg Bars in Trades | 158 | 165 | 152 | 158 | 165 | 152 |
Avg Bars in Winners | 87 | 90 | 84 | 166 | 166 | 165 |
Avg Bars in Losers | 275 | 280 | 271 | 152 | 164 | 141 |
Bars Traded | 10485 | 5459 | 5026 | 10485 | 5459 | 5026 |
Profit Streak | 40.5264 | 67.6931 | 40.5264 | 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 | -706280 | -422752 | -578486 | -709656 | -582570 | 347557 |
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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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