Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -783099.1508 | 92474.7441 | -875573.895 | -1309884.7515 | -7195964.1851 | 5886079.4336 |
Total P&L (%) | -783.0992 | 92.4747 | -875.5739 | -1309.8848 | -7195.9642 | 5886.0794 |
Avg Daily Profit (%) | -0.4296 | 0.0507 | -0.4804 | 0 | 0 | 0.2247 |
Buy And Hold Return (%) | 747.0879 | 747.0879 | 747.0879 | 747.0879 | 747.0879 | 747.0879 |
Max Trade Drawdown | -961436 | -168894 | -931548 | -14296326 | -10461270 | -4610698 |
Profit Factor | 0.4647 | 1.3182 | 0.2532 | 0.9477 | 0.4696 | 1.5132 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 37 | 19 | 18 | 28 | 15 | 13 |
Losing Trades | 26 | 13 | 13 | 35 | 17 | 18 |
Profitability (%) | 58.7302 | 59.375 | 58.0645 | 44.4444 | 46.875 | 41.9355 |
Ratio Avg Win / Avg Loss | 0.3266 | 0.9019 | 0.1828 | 1.1846 | 0.5322 | 2.0952 |
Largest Winning Trade | 66128 | 66128 | 44079 | 11041824 | 1896383 | 11041824 |
Largest Losing Trade | -378015 | -73519 | -378015 | -8982084 | -8982084 | -3014846 |
Avg Bars in Trades | 111 | 116 | 106 | 111 | 116 | 106 |
Avg Bars in Winners | 58 | 59 | 56 | 118 | 118 | 119 |
Avg Bars in Losers | 186 | 198 | 175 | 105 | 113 | 97 |
Bars Traded | 7010 | 3717 | 3293 | 7010 | 3717 | 3293 |
Profit Streak | 44.6543 | 71.6543 | 0 | 0 | 0 | 165.6543 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730091 | -290669 | -579772 | -732549 | -582025 | 307357 |
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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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