Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -912835.8908 | 60437.1667 | -973273.0574 | -760585.2766 | -4873550.5579 | 4112965.2813 |
Total P&L (%) | -912.8359 | 60.4372 | -973.2731 | -760.5853 | -4873.5506 | 4112.9653 |
Avg Daily Profit (%) | -0.4968 | 0.0329 | -0.5297 | 0 | 0 | 0.2038 |
Buy And Hold Return (%) | 658.2351 | 658.2351 | 658.2351 | 658.2351 | 658.2351 | 658.2351 |
Max Trade Drawdown | -972228 | -131102 | -996309 | -10299490 | -7632029 | -2849257 |
Profit Factor | 0.4101 | 1.2111 | 0.2283 | 0.9568 | 0.5131 | 1.5416 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 38 | 21 | 17 | 31 | 16 | 15 |
Losing Trades | 27 | 12 | 15 | 34 | 17 | 17 |
Profitability (%) | 58.4615 | 63.6364 | 53.125 | 47.6923 | 48.4848 | 46.875 |
Ratio Avg Win / Avg Loss | 0.2914 | 0.6921 | 0.2015 | 1.0494 | 0.5452 | 1.7471 |
Largest Winning Trade | 59707 | 59707 | 47776 | 7087487 | 1145315 | 7087487 |
Largest Losing Trade | -506378 | -78815 | -506378 | -6921996 | -6921996 | -1985007 |
Avg Bars in Trades | 107 | 115 | 99 | 107 | 115 | 99 |
Avg Bars in Winners | 56 | 59 | 53 | 110 | 121 | 98 |
Avg Bars in Losers | 179 | 214 | 151 | 105 | 110 | 100 |
Bars Traded | 7003 | 3822 | 3181 | 7003 | 3822 | 3181 |
Profit Streak | 59.2856 | 86.0356 | 0 | 0 | 0 | 180.7856 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -715120 | -314554 | -580405 | -716008 | -581392 | 358693 |
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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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