Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -810534.6091 | 96882.5544 | -907417.1635 | -1145300.7997 | -6515301.683 | 5370000.8833 |
Total P&L (%) | -810.5346 | 96.8826 | -907.4172 | -1145.3008 | -6515.3017 | 5370.0009 |
Avg Daily Profit (%) | -0.4452 | 0.0532 | -0.4984 | 0 | 0 | 0.2201 |
Buy And Hold Return (%) | 593.1958 | 593.1958 | 593.1958 | 593.1958 | 593.1958 | 593.1958 |
Max Trade Drawdown | -963004 | -159942 | -970225 | -11711247 | -8948437 | -2932842 |
Profit Factor | 0.4588 | 1.3487 | 0.2561 | 0.9445 | 0.4374 | 1.593 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 41 | 21 | 20 | 30 | 16 | 14 |
Losing Trades | 24 | 12 | 12 | 35 | 17 | 18 |
Profitability (%) | 63.0769 | 63.6364 | 62.5 | 46.1538 | 48.4848 | 43.75 |
Ratio Avg Win / Avg Loss | 0.2686 | 0.7707 | 0.1537 | 1.1019 | 0.4647 | 2.0481 |
Largest Winning Trade | 68171 | 68171 | 46029 | 9515635 | 1238851 | 9515635 |
Largest Losing Trade | -430995 | -76566 | -430995 | -8030738 | -8030738 | -2765848 |
Avg Bars in Trades | 108 | 115 | 102 | 108 | 115 | 102 |
Avg Bars in Winners | 59 | 63 | 56 | 119 | 123 | 115 |
Avg Bars in Losers | 192 | 206 | 178 | 99 | 107 | 91 |
Bars Traded | 7070 | 3804 | 3266 | 7070 | 3804 | 3266 |
Profit Streak | 41.6266 | 68.6266 | 41.6266 | 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 | -713658 | -286199 | -578639 | -716884 | -581392 | 314341 |
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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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