Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -962320.1246 | 119616.9944 | -1081937.1191 | -7211113.6828 | -16046856.8908 | 8835743.2081 |
Total P&L (%) | -962.3201 | 119.617 | -1081.9371 | -7211.1137 | -16046.8569 | 8835.7432 |
Avg Daily Profit (%) | -0.5287 | 0.0657 | -0.5945 | 0 | 0 | 0.2472 |
Buy And Hold Return (%) | 659.064 | 659.064 | 659.064 | 659.064 | 659.064 | 659.064 |
Max Trade Drawdown | -1133463 | -139092 | -1175544 | -34448041 | -23845305 | -11991560 |
Profit Factor | 0.4281 | 1.4522 | 0.2371 | 0.8753 | 0.5133 | 1.3557 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 38 | 21 | 17 | 29 | 15 | 14 |
Losing Trades | 23 | 10 | 13 | 32 | 16 | 16 |
Profitability (%) | 62.2951 | 67.7419 | 56.6667 | 47.541 | 48.3871 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.2591 | 0.6915 | 0.1813 | 0.9658 | 0.5475 | 1.5494 |
Largest Winning Trade | 67470 | 67470 | 50005 | 18759050 | 3278778 | 18759050 |
Largest Losing Trade | -685681 | -73519 | -685681 | -19173583 | -19173583 | -9001672 |
Avg Bars in Trades | 115 | 122 | 108 | 115 | 122 | 108 |
Avg Bars in Winners | 63 | 69 | 56 | 115 | 122 | 107 |
Avg Bars in Losers | 201 | 235 | 176 | 115 | 122 | 108 |
Bars Traded | 7047 | 3800 | 3247 | 7047 | 3800 | 3247 |
Profit Streak | 40.3543 | 172.6043 | 0 | 0 | 0 | 162.3543 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744635 | -267989 | -579961 | -747734 | -581445 | 345531 |
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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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