Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1061644.0223 | 15243.3495 | -1076887.3719 | -633095.6955 | -3989879.8713 | 3356784.1758 |
Total P&L (%) | -1061.644 | 15.2434 | -1076.8874 | -633.0957 | -3989.8799 | 3356.7842 |
Avg Daily Profit (%) | -0.5844 | 0.0084 | -0.5928 | 0 | 0 | 0.1952 |
Buy And Hold Return (%) | 642.5343 | 642.5343 | 642.5343 | 642.5343 | 642.5343 | 642.5343 |
Max Trade Drawdown | -1131558 | -164244 | -1106624 | -8383509 | -6612230 | -1822560 |
Profit Factor | 0.3406 | 1.0515 | 0.1803 | 0.9513 | 0.5178 | 1.7097 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 37 | 19 | 18 | 28 | 11 | 17 |
Losing Trades | 27 | 13 | 14 | 36 | 21 | 15 |
Profitability (%) | 57.8125 | 59.375 | 56.25 | 43.75 | 34.375 | 53.125 |
Ratio Avg Win / Avg Loss | 0.2485 | 0.7194 | 0.1402 | 1.2231 | 0.9886 | 1.5086 |
Largest Winning Trade | 59547 | 59547 | 28202 | 4665421 | 1142691 | 4665421 |
Largest Losing Trade | -575672 | -78889 | -575672 | -6002675 | -6002675 | -1234600 |
Avg Bars in Trades | 109 | 116 | 103 | 109 | 116 | 103 |
Avg Bars in Winners | 65 | 61 | 68 | 109 | 114 | 105 |
Avg Bars in Losers | 170 | 195 | 148 | 110 | 116 | 100 |
Bars Traded | 7022 | 3715 | 3307 | 7022 | 3715 | 3307 |
Profit Streak | 23.4599 | 64.2099 | 0 | 0 | 0 | 161.2099 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -722719 | -510817 | -580000 | -725319 | -586886 | 424048 |
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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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