Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -909072.47 | 72050.6207 | -981123.0907 | -8274924.9096 | 5924824.1441 | -14199749.0537 |
Total P&L (%) | -909.0725 | 72.0506 | -981.1231 | -8274.9249 | 5924.8241 | -14199.7491 |
Avg Daily Profit (%) | -0.5018 | 0.0398 | -0.5415 | 0 | 0.2265 | 0 |
Buy And Hold Return (%) | 597.2174 | 597.2174 | 597.2174 | 597.2174 | 597.2174 | 597.2174 |
Max Trade Drawdown | -381213 | -66979 | -383984 | -41082413 | -4487869 | -42132413 |
Profit Factor | 0.3726 | 1.4326 | 0.2349 | 0.8647 | 1.3793 | 0.6881 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 40 | 20 | 20 | 31 | 18 | 13 |
Losing Trades | 24 | 12 | 12 | 33 | 14 | 19 |
Profitability (%) | 62.5 | 62.5 | 62.5 | 48.4375 | 56.25 | 40.625 |
Ratio Avg Win / Avg Loss | 0.2236 | 0.8596 | 0.141 | 0.9205 | 1.0728 | 1.0057 |
Largest Winning Trade | 59641 | 41957 | 59641 | 8321931 | 4548220 | 8321931 |
Largest Losing Trade | -707315 | -55130 | -707315 | -35927087 | -4369794 | -35927087 |
Avg Bars in Trades | 103 | 96 | 109 | 103 | 96 | 109 |
Avg Bars in Winners | 79 | 80 | 79 | 129 | 115 | 147 |
Avg Bars in Losers | 142 | 124 | 159 | 78 | 72 | 83 |
Bars Traded | 6602 | 3101 | 3501 | 6602 | 3101 | 3501 |
Profit Streak | 72.1114 | 72.1114 | 243.3614 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721690 | -304185 | -577836 | -724885 | 345977 | -582789 |
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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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