Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1226047.7196 | 28453.676 | -1254501.3956 | -682467.3051 | -5945337.8824 | 5262870.5773 |
Total P&L (%) | -1226.0477 | 28.4537 | -1254.5014 | -682.4673 | -5945.3379 | 5262.8706 |
Avg Daily Profit (%) | -0.6732 | 0.0156 | -0.6888 | 0 | 0 | 0.2189 |
Buy And Hold Return (%) | 664.1408 | 664.1408 | 664.1408 | 664.1408 | 664.1408 | 664.1408 |
Max Trade Drawdown | -1281257 | -161403 | -1276453 | -11559284 | -8740419 | -2901950 |
Profit Factor | 0.3404 | 1.0861 | 0.1792 | 0.9675 | 0.5196 | 1.6086 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 18 | 15 | 32 | 18 | 14 |
Losing Trades | 33 | 15 | 18 | 34 | 15 | 19 |
Profitability (%) | 50 | 54.5455 | 45.4545 | 48.4848 | 54.5455 | 42.4242 |
Ratio Avg Win / Avg Loss | 0.3404 | 0.9051 | 0.215 | 1.028 | 0.433 | 2.1831 |
Largest Winning Trade | 75420 | 75420 | 35396 | 9609077 | 1805087 | 9609077 |
Largest Losing Trade | -787420 | -79168 | -787420 | -8193158 | -8193158 | -2320524 |
Avg Bars in Trades | 106 | 106 | 105 | 106 | 106 | 105 |
Avg Bars in Winners | 57 | 57 | 57 | 107 | 101 | 114 |
Avg Bars in Losers | 154 | 165 | 145 | 105 | 113 | 98 |
Bars Traded | 7006 | 3529 | 3477 | 7006 | 3529 | 3477 |
Profit Streak | 0 | 0 | 0 | 148.7692 | 148.7692 | 163.2692 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -709277 | -464621 | -582570 | -706818 | -579250 | 332612 |
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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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