Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -700432.5522 | 157285.9319 | -857718.4841 | -1151043.8072 | -6289932.1422 | 5138888.3349 |
Total P&L (%) | -700.4326 | 157.2859 | -857.7185 | -1151.0438 | -6289.9321 | 5138.8883 |
Avg Daily Profit (%) | -0.384 | 0.0862 | -0.4702 | 0 | 0 | 0.2173 |
Buy And Hold Return (%) | 659.1928 | 659.1928 | 659.1928 | 659.1928 | 659.1928 | 659.1928 |
Max Trade Drawdown | -906156 | -117089 | -911677 | -13698667 | -9979177 | -4920813 |
Profit Factor | 0.5119 | 1.5676 | 0.2592 | 0.9586 | 0.5546 | 1.3751 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 35 | 18 | 17 | 28 | 14 | 14 |
Losing Trades | 30 | 15 | 15 | 37 | 19 | 18 |
Profitability (%) | 53.8462 | 54.5455 | 53.125 | 43.0769 | 42.4242 | 43.75 |
Ratio Avg Win / Avg Loss | 0.4388 | 1.3063 | 0.2287 | 1.2668 | 0.7527 | 1.768 |
Largest Winning Trade | 72613 | 72613 | 54925 | 12766176 | 1986157 | 12766176 |
Largest Losing Trade | -437544 | -77123 | -437544 | -9023734 | -9023734 | -3881543 |
Avg Bars in Trades | 109 | 115 | 102 | 109 | 115 | 102 |
Avg Bars in Winners | 65 | 71 | 59 | 103 | 111 | 95 |
Avg Bars in Losers | 159 | 167 | 151 | 113 | 118 | 107 |
Bars Traded | 7088 | 3809 | 3279 | 7088 | 3809 | 3279 |
Profit Streak | 12.4661 | 32.4661 | 0 | 0 | 0 | 107.9661 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -715662 | -240785 | -580405 | -718081 | -583748 | 300030 |
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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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