Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1226181.4956 | 1338.469 | -1227519.9646 | -763313.8422 | -6085174.1905 | 5321860.3484 |
Total P&L (%) | -1226.1815 | 1.3385 | -1227.52 | -763.3138 | -6085.1742 | 5321.8603 |
Avg Daily Profit (%) | -0.6769 | 0.0007 | -0.6776 | 0 | 0 | 0.2207 |
Buy And Hold Return (%) | 584.9776 | 584.9776 | 584.9776 | 584.9776 | 584.9776 | 584.9776 |
Max Trade Drawdown | -1238967 | -150173 | -1237147 | -20673477 | -15111026 | -7680842 |
Profit Factor | 0.318 | 1.0043 | 0.173 | 0.9755 | 0.6667 | 1.413 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 18 | 14 | 36 | 17 | 19 |
Losing Trades | 30 | 13 | 17 | 26 | 14 | 12 |
Profitability (%) | 51.6129 | 58.0645 | 45.1613 | 58.0645 | 54.8387 | 61.2903 |
Ratio Avg Win / Avg Loss | 0.2981 | 0.7253 | 0.2101 | 0.7045 | 0.549 | 0.8924 |
Largest Winning Trade | 71389 | 71389 | 55397 | 7475846 | 2496282 | 7475846 |
Largest Losing Trade | -692346 | -70278 | -692346 | -12260143 | -12260143 | -4788401 |
Avg Bars in Trades | 112 | 95 | 129 | 112 | 95 | 129 |
Avg Bars in Winners | 96 | 74 | 124 | 102 | 90 | 112 |
Avg Bars in Losers | 129 | 124 | 134 | 127 | 101 | 158 |
Bars Traded | 6993 | 2966 | 4027 | 6993 | 2966 | 4027 |
Profit Streak | 0 | 60.2603 | 0 | 12.5103 | 0 | 97.7603 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -739068 | -573532 | -582699 | -737616 | -580190 | 349345 |
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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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