Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1032862.0311 | 7330.4158 | -1040192.4469 | -839339.835 | -4309079.7618 | 3469739.9268 |
Total P&L (%) | -1032.862 | 7.3304 | -1040.1924 | -839.3398 | -4309.0798 | 3469.7399 |
Avg Daily Profit (%) | -0.5654 | 0.004 | -0.5694 | 0 | 0 | 0.1959 |
Buy And Hold Return (%) | 716.4077 | 716.4077 | 716.4077 | 716.4077 | 716.4077 | 716.4077 |
Max Trade Drawdown | -1111432 | -175421 | -1071443 | -11138967 | -8277351 | -2893387 |
Profit Factor | 0.348 | 1.0246 | 0.1916 | 0.9494 | 0.5767 | 1.5421 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 42 | 22 | 20 | 29 | 13 | 16 |
Losing Trades | 23 | 11 | 12 | 36 | 20 | 16 |
Profitability (%) | 64.6154 | 66.6667 | 62.5 | 44.6154 | 39.3939 | 50 |
Ratio Avg Win / Avg Loss | 0.1906 | 0.5123 | 0.115 | 1.1785 | 0.8872 | 1.5421 |
Largest Winning Trade | 47046 | 47046 | 30108 | 4655044 | 1321029 | 4655044 |
Largest Losing Trade | -516673 | -73529 | -516673 | -7172763 | -7172763 | -2316323 |
Avg Bars in Trades | 108 | 114 | 101 | 108 | 114 | 101 |
Avg Bars in Winners | 53 | 56 | 49 | 113 | 120 | 107 |
Avg Bars in Losers | 208 | 230 | 187 | 104 | 110 | 95 |
Bars Traded | 7031 | 3782 | 3249 | 7031 | 3782 | 3249 |
Profit Streak | 47.6612 | 180.6612 | 47.6612 | 0 | 0 | 0 |
Trades During Streak | 5 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -713335 | -544772 | -578201 | -717482 | -584927 | 330186 |
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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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