Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -835803.1874 | 106926.377 | -942729.5644 | -2264816.3137 | -9688719.736 | 7423903.4223 |
Total P&L (%) | -835.8032 | 106.9264 | -942.7296 | -2264.8163 | -9688.7197 | 7423.9034 |
Avg Daily Profit (%) | -0.4583 | 0.0586 | -0.5169 | 0 | 0 | 0.2372 |
Buy And Hold Return (%) | 772.9751 | 772.9751 | 772.9751 | 772.9751 | 772.9751 | 772.9751 |
Max Trade Drawdown | -956274 | -136378 | -1003008 | -20380548 | -14309087 | -6892589 |
Profit Factor | 0.463 | 1.3799 | 0.2606 | 0.9394 | 0.5218 | 1.4346 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 40 | 21 | 19 | 31 | 17 | 14 |
Losing Trades | 25 | 12 | 13 | 34 | 16 | 18 |
Profitability (%) | 61.5385 | 63.6364 | 59.375 | 47.6923 | 51.5152 | 43.75 |
Ratio Avg Win / Avg Loss | 0.2894 | 0.7885 | 0.1783 | 1.0303 | 0.4911 | 1.8445 |
Largest Winning Trade | 63514 | 63514 | 46672 | 14469341 | 2104834 | 14469341 |
Largest Losing Trade | -513669 | -74553 | -513669 | -12837207 | -12837207 | -5541249 |
Avg Bars in Trades | 108 | 114 | 101 | 108 | 114 | 101 |
Avg Bars in Winners | 58 | 65 | 50 | 110 | 111 | 108 |
Avg Bars in Losers | 188 | 200 | 176 | 106 | 118 | 96 |
Bars Traded | 7047 | 3788 | 3259 | 7047 | 3788 | 3259 |
Profit Streak | 44.0271 | 71.5271 | 0 | 0 | 0 | 166.0271 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714728 | -279204 | -579595 | -716008 | -580606 | 319574 |
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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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