Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1128164.2373 | -7561.5758 | -1120602.6615 | -605132.6906 | -4740720.5065 | 4135587.8158 |
Total P&L (%) | -1128.1642 | -7.5616 | -1120.6027 | -605.1327 | -4740.7205 | 4135.5878 |
Avg Daily Profit (%) | -0.6205 | -0.0042 | -0.6163 | 0 | 0 | 0.2062 |
Buy And Hold Return (%) | 571.5247 | 571.5247 | 571.5247 | 571.5247 | 571.5247 | 571.5247 |
Max Trade Drawdown | -1190144 | -178945 | -1147238 | -9866484 | -7362836 | -2691080 |
Profit Factor | 0.3312 | 0.9753 | 0.1881 | 0.9636 | 0.5148 | 1.6033 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 37 | 20 | 17 | 28 | 14 | 14 |
Losing Trades | 26 | 12 | 14 | 35 | 18 | 17 |
Profitability (%) | 58.7302 | 62.5 | 54.8387 | 44.4444 | 43.75 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.2327 | 0.5852 | 0.1549 | 1.2045 | 0.6618 | 1.9469 |
Largest Winning Trade | 57066 | 57066 | 40545 | 6775859 | 1561346 | 6775859 |
Largest Losing Trade | -553671 | -76279 | -553671 | -6665271 | -6665271 | -1856923 |
Avg Bars in Trades | 111 | 119 | 102 | 111 | 119 | 102 |
Avg Bars in Winners | 57 | 64 | 48 | 117 | 125 | 110 |
Avg Bars in Losers | 187 | 210 | 168 | 105 | 114 | 96 |
Bars Traded | 7006 | 3822 | 3184 | 7006 | 3822 | 3184 |
Profit Streak | 39.8314 | 66.5814 | 0 | 0 | 0 | 161.5814 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730098 | -578631 | -580190 | -732549 | -583240 | 366111 |
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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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